+41.8%
XRT vs AJG
+8.2%
+33.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.6% |
| 7D | -3.2% | -8.3% | +5.1% | -2.1% |
| 30D | -4.5% | -5.7% | +1.2% | -3.7% |
| 3M | -3.1% | +9.1% | -12.2% | -4.2% |
| 6M | +4.2% | +15.2% | -11.0% | +2.3% |
| YTD | -0.1% | -6.3% | +6.2% | +0.6% |
| 1Y | -3.0% | -19.1% | +16.1% | -0.5% |
| 3Y | +41.8% | +8.2% | +33.6% | +39.5% |
| All | +41.8% | +8.2% | +33.6% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling