+294.9%
SCHW vs AJG
+473.1%
-178.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.6% |
| 7D | -1.9% | -8.3% | +6.4% | +2.7% |
| 30D | -1.6% | -5.7% | +4.0% | +1.3% |
| 3M | +21.3% | +9.1% | +12.2% | +14.7% |
| 6M | +16.5% | +15.2% | +1.3% | +6.3% |
| YTD | +8.4% | -6.3% | +14.7% | +10.1% |
| 1Y | +15.6% | -19.1% | +34.7% | +27.3% |
| 3Y | +86.8% | +8.2% | +78.6% | +64.4% |
| 5Y | +60.5% | +75.6% | -15.1% | -1.0% |
| All | +294.9% | +473.1% | -178.2% | -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 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