+52.6%
XOM vs AJG
+19.3%
+33.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +5.5% | -10.1% | -4.8% |
| 7D | -7.0% | +10.7% | -17.7% | -7.5% |
| 30D | +3.2% | +26.9% | -23.7% | +1.8% |
| 3M | +10.7% | +16.6% | -5.9% | +9.6% |
| 6M | +11.6% | +40.1% | -28.5% | +9.0% |
| YTD | +43.5% | +12.4% | +31.0% | +44.6% |
| 1Y | +52.6% | +15.9% | +36.7% | +53.0% |
| All | +52.6% | +19.3% | +33.3% | +53.0% |
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