+89.2%
USB vs AJG
+571.8%
-482.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.7% |
| 7D | +0.8% | +0.6% | +0.1% | +0.4% |
| 30D | +6.8% | +20.6% | -13.8% | -3.4% |
| 3M | -3.8% | +13.4% | -17.2% | -10.6% |
| 6M | +11.7% | +41.9% | -30.2% | -9.1% |
| YTD | +17.5% | +9.4% | +8.1% | +9.2% |
| 1Y | +33.8% | +13.6% | +20.2% | +21.3% |
| 3Y | +104.2% | +17.0% | +87.2% | +73.1% |
| 5Y | +26.4% | +82.9% | -56.5% | -23.5% |
| 10Y | +89.2% | +557.1% | -467.9% | -49.3% |
| All | +89.2% | +571.8% | -482.6% | -49.3% |
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 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