+192.9%
XOM vs AJG
+473.1%
-280.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.9% |
| 7D | +4.1% | -8.3% | +12.4% | +7.6% |
| 30D | +4.6% | -5.7% | +10.3% | +6.7% |
| 3M | +14.0% | +9.1% | +4.9% | +9.0% |
| 6M | +11.0% | +15.2% | -4.2% | +3.3% |
| YTD | +40.7% | -6.3% | +47.0% | +42.1% |
| 1Y | +52.3% | -19.1% | +71.4% | +63.8% |
| 3Y | +60.5% | +8.2% | +52.2% | +44.4% |
| 5Y | +266.4% | +75.6% | +190.8% | +143.4% |
| All | +192.9% | +473.1% | -280.2% | +15.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling