+17.5%
SPY vs AJG
-17.2%
+34.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +0.8% |
| 7D | -0.8% | -8.3% | +7.5% | -1.2% |
| 30D | -1.1% | -5.7% | +4.6% | -1.3% |
| 3M | +3.9% | +9.1% | -5.2% | +4.3% |
| 6M | +13.6% | +15.2% | -1.6% | +14.3% |
| YTD | +12.7% | -6.3% | +19.0% | +12.8% |
| 1Y | +17.5% | -19.1% | +36.6% | +17.4% |
| All | +17.5% | -17.2% | +34.7% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling