+3.1%
SGOV vs AJG
+15.4%
-12.3%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | 0.0% |
| 7D | -0.2% | +2.0% | -2.2% | -0.2% |
| 30D | 0.0% | +24.0% | -24.0% | 0.0% |
| 3M | +0.3% | +12.2% | -11.8% | +0.3% |
| 6M | +1.3% | +43.9% | -42.6% | +1.3% |
| YTD | +2.5% | +9.8% | -7.3% | +2.5% |
| 1Y | +3.1% | +16.2% | -13.1% | +3.1% |
| All | +3.1% | +15.4% | -12.3% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling