+226.0%
XLE vs AJG
+75.6%
+150.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +0.5% | -8.5% | +9.0% | +2.3% |
| 30D | +6.6% | -3.8% | +10.3% | +7.2% |
| 3M | +12.3% | +10.8% | +1.5% | +9.3% |
| 6M | +18.4% | +15.6% | +2.8% | +13.8% |
| YTD | +47.2% | -5.1% | +52.4% | +48.3% |
| 1Y | +50.3% | -16.0% | +66.3% | +56.3% |
| 3Y | +55.3% | +9.7% | +45.6% | +46.2% |
| 5Y | +226.0% | +77.8% | +148.1% | +149.3% |
| All | +226.0% | +75.6% | +150.4% | +149.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling