+123.0%
XRT vs AJG
+473.1%
-350.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.9% |
| 7D | -3.2% | -8.3% | +5.1% | +0.5% |
| 30D | -4.5% | -5.7% | +1.2% | -2.1% |
| 3M | -3.1% | +9.1% | -12.2% | -7.4% |
| 6M | +4.2% | +15.2% | -11.0% | -3.4% |
| YTD | -0.1% | -6.3% | +6.2% | +1.2% |
| 1Y | -3.0% | -19.1% | +16.1% | +5.0% |
| 3Y | +41.8% | +8.2% | +33.6% | +26.8% |
| 5Y | -1.3% | +75.6% | -76.9% | -34.0% |
| All | +123.0% | +473.1% | -350.1% | -20.8% |
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