+2,864.5%
V vs AJG
+1,570.2%
+1,294.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.5% | +1.3% |
| 7D | -2.9% | -7.4% | +4.5% | +1.3% |
| 30D | +1.9% | -3.0% | +4.8% | +3.4% |
| 3M | +13.2% | +12.8% | +0.4% | +5.0% |
| 6M | +16.7% | +12.8% | +3.9% | +7.7% |
| YTD | +5.4% | -4.7% | +10.1% | +6.3% |
| 1Y | +7.7% | -17.2% | +24.9% | +17.3% |
| 3Y | +52.0% | +10.2% | +41.8% | +36.6% |
| 5Y | +67.7% | +76.9% | -9.2% | +11.6% |
| 10Y | +384.8% | +480.5% | -95.8% | +60.2% |
| All | +2,864.5% | +1,570.2% | +1,294.3% | +426.6% |
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