+199.1%
URI vs AJG
+74.4%
+124.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | -2.1% | -8.3% | +6.2% | +1.0% |
| 30D | -12.4% | -5.7% | -6.7% | -10.8% |
| 3M | -7.3% | +9.1% | -16.4% | -11.7% |
| 6M | +27.2% | +15.2% | +12.0% | +17.3% |
| YTD | +23.0% | -6.3% | +29.2% | +24.7% |
| 1Y | +3.9% | -19.1% | +23.0% | +13.5% |
| 3Y | +121.6% | +8.2% | +113.4% | +92.0% |
| All | +199.1% | +74.4% | +124.8% | +72.2% |
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