+12.0%
XLB vs AJG
-17.2%
+29.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.4% |
| 7D | -2.8% | -8.3% | +5.4% | -2.5% |
| 30D | -3.1% | -5.7% | +2.6% | -2.8% |
| 3M | -0.2% | +9.1% | -9.2% | 0.0% |
| 6M | +3.1% | +15.2% | -12.1% | +3.3% |
| YTD | +13.3% | -6.3% | +19.6% | +16.5% |
| 1Y | +12.0% | -19.1% | +31.2% | +17.7% |
| All | +12.0% | -17.2% | +29.2% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling