+103.2%
XLP vs AJG
+473.1%
-369.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.8% |
| 7D | -1.4% | -8.3% | +6.9% | +1.5% |
| 30D | -2.0% | -5.7% | +3.7% | -0.1% |
| 3M | -1.5% | +9.1% | -10.6% | -4.8% |
| 6M | -0.2% | +15.2% | -15.4% | -5.7% |
| YTD | +8.7% | -6.3% | +15.0% | +10.1% |
| 1Y | +6.3% | -19.1% | +25.4% | +13.5% |
| 3Y | +25.1% | +8.2% | +16.9% | +17.0% |
| 5Y | +32.4% | +75.6% | -43.3% | -0.3% |
| All | +103.2% | +473.1% | -369.9% | +5.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling