+681.1%
P vs AJG
+473.1%
+208.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.6% | +4.9% |
| 7D | -1.3% | -8.3% | +6.9% | +2.3% |
| 30D | -11.9% | -5.7% | -6.2% | -10.1% |
| 3M | +41.6% | +9.1% | +32.5% | +32.9% |
| 6M | +58.1% | +15.2% | +42.9% | +43.0% |
| YTD | +46.5% | -6.3% | +52.8% | +45.7% |
| 1Y | +19.1% | -19.1% | +38.2% | +27.5% |
| 3Y | +150.6% | +8.2% | +142.4% | +109.6% |
| 5Y | +271.8% | +75.6% | +196.1% | +114.5% |
| All | +681.1% | +473.1% | +208.0% | +83.7% |
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