+889.2%
XLV vs AJG
+4,803.3%
-3,914.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | -3.6% | -8.3% | +4.7% | -1.2% |
| 30D | -1.8% | -5.7% | +3.8% | -0.2% |
| 3M | +7.8% | +9.1% | -1.3% | +4.9% |
| 6M | +9.1% | +15.2% | -6.1% | +4.2% |
| YTD | +7.7% | -6.3% | +14.0% | +8.7% |
| 1Y | +20.4% | -19.1% | +39.5% | +26.5% |
| 3Y | +30.8% | +8.2% | +22.5% | +25.1% |
| 5Y | +34.6% | +75.6% | -41.0% | +11.5% |
| 10Y | +173.4% | +471.1% | -297.7% | +65.9% |
| All | +889.2% | +4,803.3% | -3,914.1% | +270.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling