-5.8%
XLC vs AJG
+19.3%
-25.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.5% | -2.0% | +2.9% |
| 7D | +1.8% | +10.7% | -9.0% | +0.7% |
| 30D | -6.0% | +26.9% | -32.9% | -8.4% |
| 3M | -6.0% | +16.6% | -22.6% | -7.5% |
| 6M | -9.1% | +40.1% | -49.2% | -11.8% |
| YTD | -10.0% | +12.4% | -22.5% | -11.4% |
| 1Y | -5.8% | +15.9% | -21.7% | -7.1% |
| All | -5.8% | +19.3% | -25.1% | -7.1% |
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 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