-1.6%
XLY vs AJG
+16.2%
-17.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.8% |
| 7D | +1.2% | +7.4% | -6.2% | +0.8% |
| 30D | +5.3% | +25.3% | -20.0% | +3.9% |
| 3M | -0.6% | +15.1% | -15.7% | -1.4% |
| 6M | +0.1% | +40.8% | -40.8% | -1.9% |
| YTD | -0.9% | +12.3% | -13.2% | -0.1% |
| 1Y | -1.6% | +17.5% | -19.1% | -1.7% |
| All | -1.6% | +16.2% | -17.8% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling