+59.4%
SLB vs AJG
-17.2%
+76.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.1% |
| 7D | -2.5% | -8.3% | +5.8% | -2.6% |
| 30D | +7.1% | -5.7% | +12.8% | +7.1% |
| 3M | +0.6% | +9.1% | -8.5% | +0.6% |
| 6M | +17.6% | +15.2% | +2.4% | +17.4% |
| YTD | +48.5% | -6.3% | +54.8% | +51.8% |
| 1Y | +59.4% | -19.1% | +78.5% | +64.1% |
| All | +59.4% | -17.2% | +76.6% | +64.1% |
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