+106.2%
UAL vs AJG
+473.1%
-366.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.4% | +4.0% |
| 7D | -1.4% | -8.3% | +6.9% | +4.8% |
| 30D | -12.2% | -5.7% | -6.6% | -8.9% |
| 3M | -2.5% | +9.1% | -11.6% | -10.6% |
| 6M | +21.1% | +15.2% | +5.9% | +4.9% |
| YTD | -1.8% | -6.3% | +4.5% | -1.3% |
| 1Y | +0.4% | -19.1% | +19.5% | +12.9% |
| 3Y | +130.3% | +8.2% | +122.1% | +90.4% |
| 5Y | +147.7% | +75.6% | +72.0% | +22.7% |
| All | +106.2% | +473.1% | -366.9% | -53.1% |
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