+1,475.9%
XLK vs AJG
+4,803.3%
-3,327.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.6% | +1.8% |
| 7D | +0.2% | -8.3% | +8.5% | +3.2% |
| 30D | -0.6% | -5.7% | +5.0% | +1.1% |
| 3M | +2.6% | +9.1% | -6.5% | -1.9% |
| 6M | +34.0% | +15.2% | +18.8% | +24.7% |
| YTD | +30.7% | -6.3% | +37.0% | +30.4% |
| 1Y | +39.2% | -19.1% | +58.3% | +46.0% |
| 3Y | +120.4% | +8.2% | +112.2% | +102.5% |
| 5Y | +148.8% | +75.6% | +73.2% | +89.3% |
| 10Y | +803.3% | +471.1% | +332.2% | +354.8% |
| All | +1,475.9% | +4,803.3% | -3,327.5% | +305.6% |
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