+1,258.4%
NET vs AJG
+256.6%
+1,001.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.1% | -8.2% | -8.2% |
| 7D | -21.2% | +7.4% | -28.6% | -23.8% |
| 30D | -31.1% | +25.3% | -56.5% | -38.1% |
| 3M | -16.5% | +15.1% | -31.6% | -22.7% |
| 6M | 0.0% | +40.8% | -40.8% | -16.9% |
| YTD | +24.0% | +12.3% | +11.7% | +14.1% |
| 1Y | +7.0% | +17.5% | -10.5% | -4.2% |
| 3Y | +279.6% | +22.4% | +257.2% | +210.8% |
| 5Y | +24.0% | +89.3% | -65.4% | -23.3% |
| All | +1,258.4% | +256.6% | +1,001.8% | +535.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AJG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling