+459.5%
AJG vs AEIS
+562.2%
-102.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.9% | -6.2% | -1.8% |
| 7D | -8.3% | +2.3% | -10.5% | -8.6% |
| 30D | -5.7% | -14.8% | +9.1% | -4.1% |
| 3M | +9.1% | -15.6% | +24.7% | +9.7% |
| 6M | +15.2% | -8.7% | +23.9% | +13.3% |
| YTD | -6.3% | +37.3% | -43.6% | -14.7% |
| 1Y | -19.1% | +80.3% | -99.5% | -30.5% |
| 3Y | +8.2% | +177.9% | -169.7% | -17.8% |
| 5Y | +75.6% | +235.8% | -160.2% | +24.3% |
| All | +459.5% | +562.2% | -102.7% | +194.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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