+414.6%
XLF vs AJG
+4,803.3%
-4,388.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.4% |
| 7D | -1.5% | -8.3% | +6.8% | +3.3% |
| 30D | -1.2% | -5.7% | +4.5% | +1.9% |
| 3M | +9.2% | +9.1% | +0.1% | +2.9% |
| 6M | +16.3% | +15.2% | +1.1% | +5.7% |
| YTD | +5.4% | -6.3% | +11.7% | +6.7% |
| 1Y | +7.6% | -19.1% | +26.7% | +17.7% |
| 3Y | +74.2% | +8.2% | +66.0% | +57.6% |
| 5Y | +66.1% | +75.6% | -9.5% | +12.0% |
| 10Y | +252.8% | +471.1% | -218.4% | +22.0% |
| All | +414.6% | +4,803.3% | -4,388.7% | -27.8% |
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