+338.0%
RF vs AJG
+473.1%
-135.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.4% |
| 7D | -1.0% | -8.3% | +7.3% | +4.6% |
| 30D | -3.7% | -5.7% | +2.0% | -0.4% |
| 3M | +5.3% | +9.1% | -3.7% | -2.1% |
| 6M | +17.2% | +15.2% | +2.0% | +4.2% |
| YTD | +14.5% | -6.3% | +20.8% | +15.9% |
| 1Y | +15.9% | -19.1% | +35.0% | +29.8% |
| 3Y | +91.2% | +8.2% | +83.0% | +61.3% |
| 5Y | +90.0% | +75.6% | +14.4% | +0.5% |
| All | +338.0% | +473.1% | -135.1% | -14.5% |
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