+33.6%
USB vs AJG
-14.7%
+48.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -0.9% |
| 7D | +2.1% | -3.8% | +5.9% | +2.6% |
| 30D | -2.3% | +1.6% | -3.9% | -2.4% |
| 3M | +13.9% | +18.6% | -4.8% | +10.6% |
| 6M | +21.6% | +10.9% | +10.7% | +19.0% |
| YTD | +19.3% | -2.0% | +21.3% | +18.5% |
| 1Y | +33.6% | -14.9% | +48.5% | +36.9% |
| All | +33.6% | -14.7% | +48.3% | +36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling