+48.3%
XLE vs AJG
-12.9%
+61.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | +2.2% | -1.8% | +4.0% | +2.3% |
| 30D | +11.8% | +4.6% | +7.1% | +11.5% |
| 3M | +9.8% | +24.9% | -15.1% | +8.8% |
| 6M | +15.6% | +17.2% | -1.6% | +14.9% |
| YTD | +45.3% | +2.2% | +43.1% | +46.3% |
| 1Y | +48.3% | -11.5% | +59.8% | +51.7% |
| All | +48.3% | -12.9% | +61.2% | +51.7% |
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