+140.2%
NI vs AJG
+473.1%
-332.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | 0.0% | -8.3% | +8.3% | +3.4% |
| 30D | -1.4% | -5.7% | +4.3% | +0.6% |
| 3M | -10.6% | +9.1% | -19.7% | -14.5% |
| 6M | -9.3% | +15.2% | -24.5% | -15.7% |
| YTD | +1.1% | -6.3% | +7.4% | +2.0% |
| 1Y | +3.4% | -19.1% | +22.5% | +11.0% |
| 3Y | +67.9% | +8.2% | +59.6% | +54.4% |
| 5Y | +98.0% | +75.6% | +22.3% | +39.7% |
| All | +140.2% | +473.1% | -332.9% | +12.1% |
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