+206.6%
ROL vs AJG
+473.1%
-266.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.1% |
| 7D | -3.2% | -8.3% | +5.1% | +0.7% |
| 30D | -4.9% | -5.7% | +0.8% | -2.4% |
| 3M | -25.8% | +9.1% | -34.9% | -29.2% |
| 6M | -37.6% | +15.2% | -52.8% | -42.2% |
| YTD | -41.5% | -6.3% | -35.2% | -40.6% |
| 1Y | -39.5% | -19.1% | -20.4% | -34.1% |
| 3Y | +0.1% | +8.2% | -8.1% | -8.0% |
| 5Y | -4.6% | +75.6% | -80.2% | -33.3% |
| All | +206.6% | +473.1% | -266.5% | +22.2% |
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