+1,106.7%
XLY vs AJG
+4,803.3%
-3,696.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.4% |
| 7D | -1.7% | -8.3% | +6.6% | +1.6% |
| 30D | -4.2% | -5.7% | +1.5% | -2.1% |
| 3M | -2.7% | +9.1% | -11.8% | -6.6% |
| 6M | -0.6% | +15.2% | -15.9% | -7.1% |
| YTD | -5.0% | -6.3% | +1.3% | -4.3% |
| 1Y | -4.1% | -19.1% | +15.0% | +1.8% |
| 3Y | +33.6% | +8.2% | +25.4% | +23.9% |
| 5Y | +28.7% | +75.6% | -46.9% | -2.2% |
| 10Y | +219.6% | +471.1% | -251.5% | +53.8% |
| All | +1,106.7% | +4,803.3% | -3,696.6% | +200.5% |
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