+420.3%
NVT vs AJG
+74.4%
+345.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.9% | +4.8% |
| 7D | +4.1% | -8.3% | +12.3% | +5.5% |
| 30D | -5.1% | -5.7% | +0.5% | -4.4% |
| 3M | -1.2% | +9.1% | -10.3% | -4.9% |
| 6M | +46.6% | +15.2% | +31.4% | +38.0% |
| YTD | +60.0% | -6.3% | +66.3% | +61.3% |
| 1Y | +70.8% | -19.1% | +89.9% | +82.7% |
| 3Y | +187.5% | +8.2% | +179.3% | +145.8% |
| All | +420.3% | +74.4% | +345.9% | +215.2% |
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 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