+46.0%
XOM vs AJG
-12.9%
+58.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.6% |
| 7D | +1.8% | -1.8% | +3.6% | +1.9% |
| 30D | +5.9% | +4.6% | +1.2% | +5.5% |
| 3M | +5.6% | +24.9% | -19.3% | +3.8% |
| 6M | +7.9% | +17.2% | -9.3% | +6.5% |
| YTD | +35.2% | +2.2% | +33.0% | +36.0% |
| 1Y | +46.0% | -11.5% | +57.5% | +47.9% |
| All | +46.0% | -12.9% | +58.9% | +47.9% |
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