+31.4%
XLB vs AJG
+8.2%
+23.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | -2.8% | -8.3% | +5.4% | -1.5% |
| 30D | -3.1% | -5.7% | +2.6% | -2.3% |
| 3M | -0.2% | +9.1% | -9.2% | -1.6% |
| 6M | +3.1% | +15.2% | -12.1% | +0.5% |
| YTD | +13.3% | -6.3% | +19.6% | +15.4% |
| 1Y | +12.0% | -19.1% | +31.2% | +18.4% |
| 3Y | +31.4% | +8.2% | +23.2% | +27.7% |
| All | +31.4% | +8.2% | +23.2% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling