+148.7%
XLK vs AJG
+74.4%
+74.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.6% | +1.6% |
| 7D | +0.2% | -8.3% | +8.5% | +2.1% |
| 30D | -0.6% | -5.7% | +5.0% | +0.5% |
| 3M | +2.6% | +9.1% | -6.5% | -1.1% |
| 6M | +34.0% | +15.2% | +18.8% | +26.3% |
| YTD | +30.7% | -6.3% | +37.0% | +32.0% |
| 1Y | +39.2% | -19.1% | +58.3% | +49.2% |
| 3Y | +120.4% | +8.2% | +112.2% | +90.3% |
| All | +148.7% | +74.4% | +74.4% | +44.9% |
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