+280.4%
SHW vs AJG
+473.1%
-192.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.1% | +2.4% |
| 7D | -3.1% | -8.3% | +5.2% | +1.0% |
| 30D | -10.0% | -5.7% | -4.4% | -7.6% |
| 3M | +2.3% | +9.1% | -6.8% | -2.6% |
| 6M | +0.7% | +15.2% | -14.5% | -7.3% |
| YTD | +0.5% | -6.3% | +6.8% | +2.0% |
| 1Y | -11.5% | -19.1% | +7.6% | -3.3% |
| 3Y | +21.3% | +8.2% | +13.1% | +9.1% |
| 5Y | +12.5% | +75.6% | -63.1% | -25.5% |
| All | +280.4% | +473.1% | -192.7% | +28.7% |
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 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