-67.9%
XYZ vs AJG
+74.4%
-142.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.9% |
| 7D | -4.3% | -8.3% | +4.0% | +0.5% |
| 30D | +1.2% | -5.7% | +6.9% | +4.4% |
| 3M | +14.6% | +9.1% | +5.6% | +7.6% |
| 6M | +22.6% | +15.2% | +7.3% | +10.5% |
| YTD | +21.7% | -6.3% | +28.0% | +24.4% |
| 1Y | +6.7% | -19.1% | +25.8% | +19.7% |
| 3Y | +46.8% | +8.2% | +38.6% | +11.5% |
| All | -67.9% | +74.4% | -142.3% | -87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling