+629.3%
ON vs AJG
+473.1%
+156.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.2% | +9.7% | +9.1% |
| 7D | +2.4% | -8.3% | +10.6% | +6.9% |
| 30D | -8.6% | -5.7% | -2.9% | -6.4% |
| 3M | -34.3% | +9.1% | -43.4% | -39.7% |
| 6M | +28.5% | +15.2% | +13.3% | +12.4% |
| YTD | +40.6% | -6.3% | +46.9% | +38.3% |
| 1Y | +55.3% | -19.1% | +74.4% | +67.4% |
| 3Y | -22.2% | +8.2% | -30.4% | -39.3% |
| 5Y | +62.4% | +75.6% | -13.3% | -19.7% |
| All | +629.3% | +473.1% | +156.2% | +56.6% |
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