+172.1%
NXT vs AJG
+26.1%
+146.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +1.6% |
| 7D | -1.9% | -8.3% | +6.4% | -3.8% |
| 30D | -20.0% | -5.7% | -14.4% | -21.0% |
| 3M | -30.7% | +9.1% | -39.8% | -29.5% |
| 6M | -29.0% | +15.2% | -44.2% | -26.9% |
| YTD | -4.8% | -6.3% | +1.4% | -1.6% |
| 1Y | +22.8% | -19.1% | +41.9% | +28.5% |
| 3Y | +93.9% | +8.2% | +85.7% | +86.0% |
| All | +172.1% | +26.1% | +146.0% | +154.3% |
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 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