+153.1%
SO vs AJG
+473.1%
-320.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.2% |
| 7D | -1.1% | -8.3% | +7.2% | +2.3% |
| 30D | -5.0% | -5.7% | +0.7% | -3.0% |
| 3M | -5.8% | +9.1% | -14.9% | -9.7% |
| 6M | -7.9% | +15.2% | -23.2% | -14.2% |
| YTD | +2.4% | -6.3% | +8.7% | +3.6% |
| 1Y | -2.3% | -19.1% | +16.9% | +5.2% |
| 3Y | +41.9% | +8.2% | +33.7% | +30.1% |
| 5Y | +58.1% | +75.6% | -17.6% | +9.8% |
| All | +153.1% | +473.1% | -320.0% | +23.7% |
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