-7.7%
SRE vs AJG
+19.3%
-27.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.5% | -8.3% | -2.9% |
| 7D | -2.1% | +10.7% | -12.8% | -2.2% |
| 30D | +6.1% | +26.9% | -20.8% | +5.9% |
| 3M | -3.5% | +16.6% | -20.1% | -3.7% |
| 6M | -10.8% | +40.1% | -50.9% | -10.9% |
| YTD | -4.0% | +12.4% | -16.4% | -2.6% |
| 1Y | -7.7% | +15.9% | -23.6% | -6.9% |
| All | -7.7% | +19.3% | -27.0% | -6.9% |
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