-67.1%
SE vs AJG
+74.4%
-141.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.6% |
| 7D | -5.2% | -8.3% | +3.1% | -0.1% |
| 30D | -17.1% | -5.7% | -11.4% | -14.2% |
| 3M | +24.0% | +9.1% | +14.9% | +16.0% |
| 6M | +21.0% | +15.2% | +5.8% | +8.1% |
| YTD | -16.7% | -6.3% | -10.4% | -14.7% |
| 1Y | -45.9% | -19.1% | -26.8% | -38.2% |
| 3Y | +177.8% | +8.2% | +169.6% | +121.9% |
| All | -67.1% | +74.4% | -141.5% | -85.7% |
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