+139.5%
XLP vs AJG
+538.5%
-399.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +0.7% |
| 7D | +2.5% | +0.5% | +2.0% | +2.3% |
| 30D | +7.3% | +19.4% | -12.1% | +0.9% |
| 3M | +8.1% | +11.9% | -3.8% | +3.7% |
| 6M | +10.5% | +48.3% | -37.8% | -4.2% |
| YTD | +21.2% | +10.3% | +10.9% | +15.8% |
| 1Y | +22.7% | +11.5% | +11.2% | +16.7% |
| 3Y | +44.8% | +17.5% | +27.3% | +32.1% |
| 5Y | +44.7% | +79.8% | -35.0% | +9.1% |
| All | +139.5% | +538.5% | -399.0% | +15.2% |
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 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