+599.1%
XYZ vs AJG
+473.1%
+126.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +1.1% |
| 7D | -4.3% | -8.3% | +4.0% | +2.1% |
| 30D | +1.2% | -5.7% | +6.9% | +5.4% |
| 3M | +14.6% | +9.1% | +5.6% | +5.6% |
| 6M | +22.6% | +15.2% | +7.3% | +7.1% |
| YTD | +21.7% | -6.3% | +28.0% | +24.4% |
| 1Y | +6.7% | -19.1% | +25.8% | +21.5% |
| 3Y | +46.8% | +8.2% | +38.6% | +16.5% |
| 5Y | -68.0% | +75.6% | -143.7% | -84.3% |
| All | +599.1% | +473.1% | +126.0% | +39.4% |
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