+67.9%
NI vs AJG
+8.2%
+59.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | 0.0% | -8.3% | +8.3% | +1.6% |
| 30D | -1.4% | -5.7% | +4.3% | -0.5% |
| 3M | -10.6% | +9.1% | -19.7% | -12.7% |
| 6M | -9.3% | +15.2% | -24.5% | -12.7% |
| YTD | +1.1% | -6.3% | +7.4% | +2.5% |
| 1Y | +3.4% | -19.1% | +22.5% | +9.8% |
| 3Y | +67.9% | +8.2% | +59.6% | +55.3% |
| All | +67.9% | +8.2% | +59.7% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling