+248.8%
XLF vs AJG
+473.1%
-224.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.4% |
| 7D | -1.5% | -8.3% | +6.8% | +3.5% |
| 30D | -1.2% | -5.7% | +4.5% | +2.0% |
| 3M | +9.2% | +9.1% | +0.1% | +2.4% |
| 6M | +16.3% | +15.2% | +1.1% | +4.9% |
| YTD | +5.4% | -6.3% | +11.7% | +7.1% |
| 1Y | +7.6% | -19.1% | +26.7% | +19.3% |
| 3Y | +74.2% | +8.2% | +66.0% | +53.2% |
| 5Y | +66.1% | +75.6% | -9.5% | 0.0% |
| All | +248.8% | +473.1% | -224.3% | -9.2% |
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 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