+7,985.7%
USB vs AJG
+13,083.1%
-5,097.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.4% |
| 7D | 0.0% | +2.0% | -2.0% | -0.9% |
| 30D | +5.8% | +24.0% | -18.2% | -3.5% |
| 3M | -6.0% | +12.2% | -18.1% | -10.9% |
| 6M | +7.8% | +43.9% | -36.1% | -8.9% |
| YTD | +14.6% | +9.8% | +4.8% | +7.8% |
| 1Y | +31.8% | +16.2% | +15.6% | +20.7% |
| 3Y | +91.5% | +19.3% | +72.2% | +69.6% |
| 5Y | +22.0% | +85.0% | -63.0% | -11.6% |
| 10Y | +96.1% | +593.1% | -497.0% | -17.3% |
| All | +7,985.7% | +13,083.1% | -5,097.4% | +1,430.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling