-0.5%
UNH vs AJG
+74.4%
-74.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.1% | -1.9% |
| 7D | -4.5% | -8.3% | +3.7% | -1.5% |
| 30D | -6.5% | -5.7% | -0.9% | -4.6% |
| 3M | -6.0% | +9.1% | -15.1% | -9.7% |
| 6M | +33.7% | +15.2% | +18.4% | +25.1% |
| YTD | +16.4% | -6.3% | +22.7% | +18.9% |
| 1Y | +10.1% | -19.1% | +29.2% | +19.1% |
| 3Y | -16.3% | +8.2% | -24.5% | -21.5% |
| All | -0.5% | +74.4% | -74.9% | -28.1% |
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 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