+133.6%
SLB vs AJG
+75.6%
+58.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -2.4% | -8.5% | +6.1% | -0.8% |
| 30D | +4.9% | -3.8% | +8.6% | +5.6% |
| 3M | +1.4% | +10.8% | -9.4% | -1.3% |
| 6M | +17.6% | +15.6% | +2.0% | +13.1% |
| YTD | +48.3% | -5.1% | +53.5% | +49.7% |
| 1Y | +58.7% | -16.0% | +74.7% | +65.4% |
| 3Y | +0.6% | +9.7% | -9.2% | -4.6% |
| 5Y | +133.6% | +77.8% | +55.7% | +83.6% |
| All | +133.6% | +75.6% | +58.0% | +83.6% |
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 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