+81.8%
XLI vs AJG
+74.4%
+7.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.4% |
| 7D | -1.7% | -8.3% | +6.6% | +0.7% |
| 30D | -7.3% | -5.7% | -1.6% | -5.9% |
| 3M | -1.3% | +9.1% | -10.4% | -4.8% |
| 6M | +2.2% | +15.2% | -13.0% | -3.6% |
| YTD | +11.7% | -6.3% | +18.0% | +13.2% |
| 1Y | +14.3% | -19.1% | +33.4% | +22.7% |
| 3Y | +70.3% | +8.2% | +62.1% | +54.8% |
| All | +81.8% | +74.4% | +7.5% | +24.8% |
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 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