+14.1%
SPGI vs AJG
+9.5%
+4.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | -8.9% | -8.5% | -0.4% | -5.7% |
| 30D | +0.6% | -3.8% | +4.4% | +2.1% |
| 3M | +2.0% | +10.8% | -8.8% | -2.2% |
| 6M | +0.1% | +15.6% | -15.5% | -5.7% |
| YTD | -16.4% | -5.1% | -11.3% | -16.1% |
| 1Y | -18.9% | -16.0% | -2.9% | -15.1% |
| All | +14.1% | +9.5% | +4.6% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling