+237.9%
UAL vs AJG
+1,479.5%
-1,241.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.8% | +1.4% |
| 7D | -1.1% | -7.4% | +6.2% | +5.5% |
| 30D | -13.4% | -3.0% | -10.5% | -11.6% |
| 3M | -2.3% | +12.8% | -15.1% | -14.5% |
| 6M | +13.3% | +12.8% | +0.5% | -2.6% |
| YTD | -4.2% | -4.7% | +0.5% | -5.9% |
| 1Y | +1.4% | -17.2% | +18.6% | +11.7% |
| 3Y | +125.8% | +10.2% | +115.6% | +80.0% |
| 5Y | +130.0% | +76.9% | +53.0% | +10.9% |
| 10Y | +104.2% | +480.5% | -376.3% | -69.6% |
| All | +237.9% | +1,479.5% | -1,241.6% | -82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling