+199.8%
TER vs AJG
-12.9%
+212.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.5% | +6.9% | +4.1% |
| 7D | +0.6% | -1.8% | +2.4% | -1.1% |
| 30D | -8.3% | +4.6% | -13.0% | -3.7% |
| 3M | -12.2% | +24.9% | -37.2% | +8.1% |
| 6M | +17.0% | +17.2% | -0.2% | +42.1% |
| YTD | +84.6% | +2.2% | +82.4% | +112.0% |
| 1Y | +199.8% | -11.5% | +211.3% | +239.0% |
| All | +199.8% | -12.9% | +212.7% | +239.0% |
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