-35.7%
U vs AJG
+147.6%
-183.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.2% | +5.7% | +5.0% |
| 7D | +5.5% | -8.3% | +13.8% | +9.0% |
| 30D | -1.3% | -5.7% | +4.4% | +0.8% |
| 3M | +64.6% | +9.1% | +55.5% | +57.3% |
| 6M | +119.4% | +15.2% | +104.1% | +104.0% |
| YTD | -0.5% | -6.3% | +5.8% | +0.6% |
| 1Y | +1.3% | -19.1% | +20.4% | +10.1% |
| 3Y | +15.6% | +8.2% | +7.4% | -6.4% |
| 5Y | -67.5% | +75.6% | -143.1% | -81.6% |
| All | -35.7% | +147.6% | -183.2% | -66.4% |
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