+86.2%
SU vs AJG
+19.3%
+66.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.5% | -10.0% | -4.3% |
| 7D | -7.1% | +10.7% | -17.8% | -6.8% |
| 30D | +4.8% | +26.9% | -22.2% | +5.5% |
| 3M | +12.5% | +16.6% | -4.1% | +12.8% |
| 6M | +6.5% | +40.1% | -33.7% | +7.4% |
| YTD | +65.8% | +12.4% | +53.4% | +64.8% |
| 1Y | +86.2% | +15.9% | +70.2% | +84.8% |
| All | +86.2% | +19.3% | +66.8% | +84.8% |
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