+2,550.6%
SOXX vs AJG
+1,698.6%
+852.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.4% |
| 7D | +1.4% | -8.3% | +9.7% | +5.2% |
| 30D | -3.6% | -5.7% | +2.1% | -1.5% |
| 3M | -10.2% | +9.1% | -19.2% | -15.9% |
| 6M | +54.2% | +15.2% | +39.0% | +38.8% |
| YTD | +75.2% | -6.3% | +81.5% | +72.3% |
| 1Y | +107.5% | -19.1% | +126.6% | +117.5% |
| 3Y | +226.8% | +8.2% | +218.5% | +184.2% |
| 5Y | +251.2% | +75.6% | +175.6% | +135.6% |
| 10Y | +1,567.6% | +471.1% | +1,096.5% | +519.4% |
| All | +2,550.6% | +1,698.6% | +852.0% | +545.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling