+0.7%
SPGI vs AJG
+76.5%
-75.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | -8.9% | -8.5% | -0.4% | -4.9% |
| 30D | +0.6% | -3.8% | +4.4% | +2.5% |
| 3M | +2.0% | +10.8% | -8.8% | -3.5% |
| 6M | +0.1% | +15.6% | -15.5% | -7.5% |
| YTD | -16.4% | -5.1% | -11.3% | -15.3% |
| 1Y | -18.9% | -16.0% | -2.9% | -13.0% |
| 3Y | +13.8% | +9.7% | +4.0% | +1.5% |
| All | +0.7% | +76.5% | -75.8% | -35.4% |
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