+140.2%
UAL vs AJG
+75.6%
+64.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -2.0% | -8.5% | +6.5% | +1.6% |
| 30D | -15.7% | -3.8% | -11.9% | -14.5% |
| 3M | +3.6% | +10.8% | -7.2% | -2.3% |
| 6M | +16.9% | +15.6% | +1.3% | +7.3% |
| YTD | -4.8% | -5.1% | +0.4% | -3.8% |
| 1Y | -0.9% | -16.0% | +15.1% | +7.2% |
| 3Y | +124.5% | +9.7% | +114.7% | +98.1% |
| 5Y | +140.2% | +77.8% | +62.3% | +38.8% |
| All | +140.2% | +75.6% | +64.6% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling