+794.4%
XLB vs AJG
+4,803.3%
-4,008.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.8% |
| 7D | -2.8% | -8.3% | +5.4% | +0.2% |
| 30D | -3.1% | -5.7% | +2.6% | -1.1% |
| 3M | -0.2% | +9.1% | -9.2% | -3.9% |
| 6M | +3.1% | +15.2% | -12.1% | -3.3% |
| YTD | +13.3% | -6.3% | +19.6% | +14.0% |
| 1Y | +12.0% | -19.1% | +31.2% | +18.9% |
| 3Y | +31.4% | +8.2% | +23.2% | +22.9% |
| 5Y | +33.9% | +75.6% | -41.7% | +3.7% |
| 10Y | +162.3% | +471.1% | -308.8% | +34.6% |
| All | +794.4% | +4,803.3% | -4,008.9% | +193.1% |
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