+87.0%
RF vs AJG
+77.5%
+9.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +0.4% |
| 7D | -0.1% | -7.4% | +7.3% | +2.6% |
| 30D | -4.0% | -3.0% | -1.1% | -3.2% |
| 3M | +5.6% | +12.8% | -7.3% | 0.0% |
| 6M | +13.1% | +12.8% | +0.2% | +6.8% |
| YTD | +13.6% | -4.7% | +18.3% | +14.4% |
| 1Y | +16.0% | -17.2% | +33.2% | +24.1% |
| 3Y | +90.2% | +10.2% | +80.0% | +70.0% |
| 5Y | +87.0% | +76.9% | +10.1% | +21.6% |
| All | +87.0% | +77.5% | +9.5% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling