+106.7%
USB vs AJG
+472.7%
-366.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.2% | +0.9% |
| 7D | -1.1% | -7.4% | +6.3% | +2.9% |
| 30D | -3.2% | -3.0% | -0.3% | -2.0% |
| 3M | +11.8% | +12.8% | -1.0% | +3.4% |
| 6M | +21.4% | +12.8% | +8.6% | +11.6% |
| YTD | +18.6% | -4.7% | +23.4% | +19.0% |
| 1Y | +30.8% | -17.2% | +48.0% | +41.7% |
| 3Y | +96.5% | +10.2% | +86.3% | +70.5% |
| 5Y | +38.4% | +76.9% | -38.5% | -16.7% |
| 10Y | +106.7% | +480.5% | -373.8% | -42.8% |
| All | +106.7% | +472.7% | -366.0% | -42.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling