+288.1%
TER vs AJG
+8.2%
+279.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.0% |
| 7D | +6.4% | -8.3% | +14.6% | +2.2% |
| 30D | -5.7% | -5.7% | 0.0% | -7.8% |
| 3M | -0.4% | +9.1% | -9.5% | +4.1% |
| 6M | +25.8% | +15.2% | +10.6% | +34.3% |
| YTD | +96.4% | -6.3% | +102.7% | +104.7% |
| 1Y | +229.2% | -19.1% | +248.3% | +244.5% |
| 3Y | +288.1% | +8.2% | +279.9% | +291.5% |
| All | +288.1% | +8.2% | +279.9% | +291.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling