+219.9%
SLV vs AJG
+473.1%
-253.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | -2.8% | -8.3% | +5.4% | -2.1% |
| 30D | -1.6% | -5.7% | +4.1% | -1.1% |
| 3M | -4.4% | +9.1% | -13.5% | -5.5% |
| 6M | -25.4% | +15.2% | -40.6% | -26.9% |
| YTD | -9.8% | -6.3% | -3.5% | -9.2% |
| 1Y | +53.8% | -19.1% | +72.9% | +58.2% |
| 3Y | +174.7% | +8.2% | +166.4% | +165.0% |
| 5Y | +164.3% | +75.6% | +88.7% | +128.7% |
| All | +219.9% | +473.1% | -253.2% | +153.7% |
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