+750.3%
NVT vs AJG
+283.1%
+467.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.9% | +5.2% |
| 7D | +4.1% | -8.3% | +12.3% | +8.3% |
| 30D | -5.1% | -5.7% | +0.5% | -3.0% |
| 3M | -1.2% | +9.1% | -10.3% | -8.6% |
| 6M | +46.6% | +15.2% | +31.4% | +29.6% |
| YTD | +60.0% | -6.3% | +66.3% | +58.6% |
| 1Y | +70.8% | -19.1% | +89.9% | +84.2% |
| 3Y | +187.5% | +8.2% | +179.3% | +134.4% |
| 5Y | +426.1% | +75.6% | +350.5% | +179.6% |
| All | +750.3% | +283.1% | +467.2% | +139.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling