+6,712.0%
AJG vs AEIS
+2,627.1%
+4,084.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.9% | -6.2% | -1.7% |
| 7D | -8.3% | +2.3% | -10.5% | -8.5% |
| 30D | -5.7% | -14.8% | +9.1% | -4.5% |
| 3M | +9.1% | -15.6% | +24.7% | +9.5% |
| 6M | +15.2% | -8.7% | +23.9% | +14.2% |
| YTD | -6.3% | +37.3% | -43.6% | -11.1% |
| 1Y | -19.1% | +80.3% | -99.5% | -25.6% |
| 3Y | +8.2% | +177.9% | -169.7% | -6.3% |
| 5Y | +75.6% | +235.8% | -160.2% | +48.0% |
| 10Y | +471.1% | +558.6% | -87.5% | +338.1% |
| All | +6,712.0% | +2,627.1% | +4,084.9% | +3,870.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling