+31.3%
XLP vs AJG
+77.5%
-46.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.4% |
| 7D | -2.9% | -7.4% | +4.5% | -0.9% |
| 30D | -2.2% | -3.0% | +0.7% | -1.5% |
| 3M | -0.6% | +12.8% | -13.4% | -3.8% |
| 6M | -2.2% | +12.8% | -15.0% | -5.6% |
| YTD | +8.3% | -4.7% | +13.0% | +9.4% |
| 1Y | +5.7% | -17.2% | +22.9% | +11.5% |
| 3Y | +25.7% | +10.2% | +15.5% | +18.2% |
| 5Y | +31.3% | +76.9% | -45.6% | +2.4% |
| All | +31.3% | +77.5% | -46.2% | +2.4% |
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