+3,042.8%
SPY vs AJG
+9,095.5%
-6,052.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -2.0% | -8.5% | +6.5% | +0.9% |
| 30D | -1.7% | -3.8% | +2.1% | -0.6% |
| 3M | +4.7% | +10.8% | -6.1% | +0.4% |
| 6M | +12.5% | +15.6% | -3.1% | +5.9% |
| YTD | +11.7% | -5.1% | +16.8% | +11.8% |
| 1Y | +17.5% | -16.0% | +33.5% | +22.0% |
| 3Y | +76.6% | +9.7% | +66.8% | +64.7% |
| 5Y | +82.0% | +77.8% | +4.2% | +43.1% |
| 10Y | +317.1% | +478.2% | -161.1% | +124.4% |
| All | +3,042.8% | +9,095.5% | -6,052.7% | +811.7% |
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