+1,097.3%
XLI vs AJG
+4,803.3%
-3,706.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.5% |
| 7D | -1.7% | -8.3% | +6.6% | +1.5% |
| 30D | -7.3% | -5.7% | -1.6% | -5.5% |
| 3M | -1.3% | +9.1% | -10.4% | -5.3% |
| 6M | +2.2% | +15.2% | -13.0% | -4.5% |
| YTD | +11.7% | -6.3% | +18.0% | +12.2% |
| 1Y | +14.3% | -19.1% | +33.4% | +20.9% |
| 3Y | +70.3% | +8.2% | +62.1% | +58.7% |
| 5Y | +82.3% | +75.6% | +6.7% | +40.0% |
| 10Y | +258.4% | +471.1% | -212.7% | +81.8% |
| All | +1,097.3% | +4,803.3% | -3,706.0% | +249.2% |
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