+7,971.7%
QLD vs AJG
+1,885.4%
+6,086.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -4.1% |
| 7D | +7.0% | +0.5% | +6.5% | +6.5% |
| 30D | -14.3% | +19.4% | -33.7% | -27.4% |
| 3M | -16.0% | +11.9% | -27.9% | -26.1% |
| 6M | -14.2% | +48.3% | -62.5% | -43.8% |
| YTD | +12.8% | +10.3% | +2.4% | -6.8% |
| 1Y | +14.1% | +11.5% | +2.5% | -7.3% |
| 3Y | +146.0% | +17.5% | +128.4% | +75.3% |
| 5Y | +82.0% | +79.8% | +2.2% | -12.6% |
| 10Y | +1,470.1% | +541.5% | +928.7% | +135.2% |
| All | +7,971.7% | +1,885.4% | +6,086.3% | +431.3% |
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 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