+51.2%
RSP vs AJG
+74.4%
-23.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.2% |
| 7D | -1.9% | -8.3% | +6.4% | +0.8% |
| 30D | -2.8% | -5.7% | +2.9% | -1.1% |
| 3M | +2.8% | +9.1% | -6.2% | -0.7% |
| 6M | +10.2% | +15.2% | -5.0% | +4.0% |
| YTD | +13.1% | -6.3% | +19.4% | +14.7% |
| 1Y | +14.8% | -19.1% | +33.9% | +23.4% |
| 3Y | +52.6% | +8.2% | +44.4% | +38.7% |
| All | +51.2% | +74.4% | -23.2% | +2.9% |
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