+45.3%
NSC vs AJG
+75.6%
-30.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -1.4% | -8.5% | +7.1% | +1.6% |
| 30D | -3.4% | -3.8% | +0.4% | -2.2% |
| 3M | +5.1% | +10.8% | -5.8% | +0.6% |
| 6M | +9.2% | +15.6% | -6.4% | +2.6% |
| YTD | +13.4% | -5.1% | +18.5% | +14.7% |
| 1Y | +20.8% | -16.0% | +36.8% | +28.3% |
| 3Y | +76.1% | +9.7% | +66.3% | +59.7% |
| 5Y | +45.3% | +77.8% | -32.5% | +0.1% |
| All | +45.3% | +75.6% | -30.3% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling