+75.2%
AJG vs ED
+67.9%
+7.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.1% |
| 7D | -8.3% | -0.8% | -7.5% | -8.0% |
| 30D | -5.7% | -0.4% | -5.3% | -5.5% |
| 3M | +9.1% | +0.5% | +8.6% | +9.0% |
| 6M | +15.2% | -3.1% | +18.4% | +16.5% |
| YTD | -6.3% | +9.8% | -16.1% | -10.0% |
| 1Y | -19.1% | +12.6% | -31.7% | -23.1% |
| 3Y | +8.2% | +31.4% | -23.2% | -3.5% |
| All | +75.2% | +67.9% | +7.3% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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