-61.0%
SKUU vs AJG
+9.9%
-70.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.6% | -0.2% | +19.8% | +19.0% |
| 7D | -5.0% | -2.2% | -2.8% | -9.7% |
| 30D | -30.2% | +20.6% | -50.8% | +17.9% |
| 3M | -16.6% | +11.5% | -28.2% | +15.3% |
| All | -61.0% | +9.9% | -70.9% | -41.6% |
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 · Available span rolling