+1,046.7%
XLE vs AJG
+4,884.1%
-3,837.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.8% |
| 7D | +0.3% | -7.4% | +7.7% | +3.0% |
| 30D | +8.5% | -3.0% | +11.5% | +9.4% |
| 3M | +14.6% | +12.8% | +1.8% | +9.0% |
| 6M | +17.6% | +12.8% | +4.7% | +11.3% |
| YTD | +48.1% | -4.7% | +52.8% | +48.2% |
| 1Y | +53.8% | -17.2% | +71.0% | +61.3% |
| 3Y | +56.2% | +10.2% | +46.0% | +44.9% |
| 5Y | +227.7% | +76.9% | +150.8% | +151.3% |
| 10Y | +181.3% | +480.5% | -299.2% | +46.6% |
| All | +1,046.7% | +4,884.1% | -3,837.4% | +306.2% |
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