+1,884.6%
XEL vs AJG
+11,150.2%
-9,265.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | -0.3% | -8.3% | +8.0% | +1.5% |
| 30D | -3.9% | -5.7% | +1.7% | -2.9% |
| 3M | -2.8% | +9.1% | -11.9% | -4.9% |
| 6M | -5.4% | +15.2% | -20.6% | -8.8% |
| YTD | +3.8% | -6.3% | +10.0% | +4.2% |
| 1Y | +6.8% | -19.1% | +25.9% | +10.6% |
| 3Y | +45.6% | +8.2% | +37.4% | +40.9% |
| 5Y | +30.7% | +75.6% | -44.9% | +13.6% |
| 10Y | +151.7% | +471.1% | -319.4% | +75.3% |
| All | +1,884.6% | +11,150.2% | -9,265.6% | +887.9% |
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 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