+182.3%
SW vs AJG
+544.4%
-362.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -2.6% | -2.2% | -0.4% | -2.0% |
| 30D | +7.2% | +20.6% | -13.4% | +2.0% |
| 3M | -10.5% | +11.5% | -22.0% | -13.1% |
| 6M | +9.9% | +42.9% | -33.0% | -0.7% |
| YTD | +17.2% | +10.0% | +7.3% | +13.6% |
| 1Y | +26.5% | +11.9% | +14.6% | +21.8% |
| 3Y | +47.7% | +16.9% | +30.7% | +38.7% |
| 5Y | +0.2% | +82.5% | -82.3% | -19.6% |
| 10Y | +182.3% | +539.4% | -357.1% | +68.1% |
| All | +182.3% | +544.4% | -362.1% | +68.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling