+41.2%
USB vs AJG
+89.8%
-48.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.2% |
| 7D | +1.4% | -1.8% | +3.3% | +2.0% |
| 30D | -1.3% | +4.6% | -6.0% | -2.8% |
| 3M | +15.2% | +24.9% | -9.7% | +6.3% |
| 6M | +18.8% | +17.2% | +1.6% | +11.7% |
| YTD | +21.0% | +2.2% | +18.9% | +19.1% |
| 1Y | +34.0% | -11.5% | +45.5% | +39.3% |
| 3Y | +95.3% | +16.7% | +78.6% | +74.1% |
| All | +41.2% | +89.8% | -48.6% | -9.1% |
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