+2.7%
SRE vs AJG
-17.2%
+19.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | -0.8% | -8.3% | +7.4% | -0.7% |
| 30D | -3.0% | -5.7% | +2.7% | -2.9% |
| 3M | -8.3% | +9.1% | -17.4% | -8.6% |
| 6M | -8.9% | +15.2% | -24.1% | -9.4% |
| YTD | -4.3% | -6.3% | +2.0% | -2.6% |
| 1Y | +2.7% | -19.1% | +21.8% | +9.6% |
| All | +2.7% | -17.2% | +19.9% | +9.6% |
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