+13,399.1%
SPGI vs AJG
+11,671.2%
+1,727.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.0% | +0.8% | -1.7% |
| 7D | -2.5% | -3.8% | +1.3% | -1.1% |
| 30D | +5.4% | +1.6% | +3.8% | +4.8% |
| 3M | +9.0% | +18.6% | -9.6% | +2.1% |
| 6M | +0.8% | +10.9% | -10.1% | -3.4% |
| YTD | -12.6% | -2.0% | -10.6% | -12.6% |
| 1Y | -16.1% | -14.9% | -1.2% | -12.0% |
| 3Y | +19.0% | +13.4% | +5.6% | +11.3% |
| 5Y | +5.1% | +83.2% | -78.2% | -17.5% |
| 10Y | +295.5% | +484.3% | -188.8% | +115.5% |
| All | +13,399.1% | +11,671.2% | +1,727.9% | +3,561.7% |
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 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