+35.5%
XLV vs AJG
+74.4%
-38.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | -3.6% | -8.3% | +4.7% | -0.9% |
| 30D | -1.8% | -5.7% | +3.8% | -0.1% |
| 3M | +7.8% | +9.1% | -1.3% | +4.7% |
| 6M | +9.1% | +15.2% | -6.1% | +3.9% |
| YTD | +7.7% | -6.3% | +14.0% | +9.4% |
| 1Y | +20.4% | -19.1% | +39.5% | +28.7% |
| 3Y | +30.8% | +8.2% | +22.5% | +21.8% |
| All | +35.5% | +74.4% | -38.9% | -0.3% |
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