+46.3%
XLU vs AJG
+8.2%
+38.1%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | -1.6% | -8.3% | +6.7% | -0.4% |
| 30D | -3.3% | -5.7% | +2.4% | -2.6% |
| 3M | -3.2% | +9.1% | -12.2% | -4.9% |
| 6M | -7.0% | +15.2% | -22.2% | -9.6% |
| YTD | +0.6% | -6.3% | +6.9% | +2.0% |
| 1Y | +2.4% | -19.1% | +21.6% | +7.9% |
| 3Y | +46.3% | +8.2% | +38.0% | +36.1% |
| All | +46.3% | +8.2% | +38.1% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling