+71.3%
V vs AJG
+74.4%
-3.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.4% |
| 7D | -1.2% | -8.3% | +7.0% | +2.7% |
| 30D | +3.1% | -5.7% | +8.7% | +5.7% |
| 3M | +16.3% | +9.1% | +7.2% | +11.2% |
| 6M | +20.4% | +15.2% | +5.2% | +11.7% |
| YTD | +6.3% | -6.3% | +12.6% | +8.4% |
| 1Y | +8.7% | -19.1% | +27.8% | +19.2% |
| 3Y | +53.3% | +8.2% | +45.1% | +39.5% |
| All | +71.3% | +74.4% | -3.1% | +9.3% |
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 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