+143.7%
XLC vs AJG
+307.3%
-163.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.5% |
| 7D | +0.5% | -8.3% | +8.8% | +4.0% |
| 30D | +2.1% | -5.7% | +7.8% | +4.4% |
| 3M | +0.7% | +9.1% | -8.4% | -3.5% |
| 6M | -3.2% | +15.2% | -18.4% | -9.8% |
| YTD | -3.8% | -6.3% | +2.5% | -2.6% |
| 1Y | -2.0% | -19.1% | +17.1% | +5.6% |
| 3Y | +71.4% | +8.2% | +63.1% | +55.0% |
| 5Y | +40.7% | +75.6% | -35.0% | -3.6% |
| All | +143.7% | +307.3% | -163.6% | +3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling