+50.7%
O vs AJG
+473.1%
-422.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.5% |
| 7D | -2.9% | -8.3% | +5.4% | +1.2% |
| 30D | -4.5% | -5.7% | +1.2% | -2.0% |
| 3M | -2.6% | +9.1% | -11.7% | -7.4% |
| 6M | -5.6% | +15.2% | -20.8% | -13.3% |
| YTD | +9.3% | -6.3% | +15.6% | +10.8% |
| 1Y | +4.3% | -19.1% | +23.4% | +14.0% |
| 3Y | +27.4% | +8.2% | +19.2% | +13.0% |
| 5Y | +17.1% | +75.6% | -58.6% | -27.7% |
| All | +50.7% | +473.1% | -422.4% | -44.9% |
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