+8.5%
NI vs AJG
+19.3%
-10.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.5% | -4.0% | +1.3% |
| 7D | +3.9% | +10.7% | -6.8% | +3.5% |
| 30D | +15.3% | +26.9% | -11.6% | +14.6% |
| 3M | +2.4% | +16.6% | -14.2% | +1.8% |
| 6M | -4.5% | +40.1% | -44.7% | -5.4% |
| YTD | +11.4% | +12.4% | -1.1% | +10.8% |
| 1Y | +8.5% | +15.9% | -7.4% | +7.2% |
| All | +8.5% | +19.3% | -10.9% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling