+0.4%
UAL vs AJG
-17.2%
+17.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.4% | +3.1% |
| 7D | -1.4% | -8.3% | +6.9% | -1.6% |
| 30D | -12.2% | -5.7% | -6.6% | -12.3% |
| 3M | -2.5% | +9.1% | -11.6% | -2.8% |
| 6M | +21.1% | +15.2% | +5.9% | +20.9% |
| YTD | -1.8% | -6.3% | +4.5% | -1.3% |
| 1Y | +0.4% | -19.1% | +19.5% | +9.5% |
| All | +0.4% | -17.2% | +17.6% | +9.5% |
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 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