+11,220.1%
AJG vs ED
+2,221.6%
+8,998.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.1% | -2.6% |
| 7D | -7.4% | -0.2% | -7.2% | -7.3% |
| 30D | -3.0% | +1.9% | -4.9% | -3.6% |
| 3M | +12.8% | +1.9% | +11.0% | +12.2% |
| 6M | +12.8% | -2.3% | +15.1% | +13.6% |
| YTD | -4.7% | +10.9% | -15.6% | -8.1% |
| 1Y | -17.2% | +14.5% | -31.7% | -20.9% |
| 3Y | +10.2% | +33.4% | -23.2% | -0.5% |
| 5Y | +76.9% | +67.3% | +9.6% | +47.9% |
| 10Y | +480.5% | +110.7% | +369.9% | +348.1% |
| All | +11,220.1% | +2,221.6% | +8,998.5% | +5,438.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling