+1,561.9%
AJG vs EFV
+255.9%
+1,305.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.8% |
| 7D | -8.3% | -0.8% | -7.5% | -7.9% |
| 30D | -5.7% | +0.6% | -6.3% | -5.9% |
| 3M | +9.1% | +7.5% | +1.6% | +5.1% |
| 6M | +15.2% | +13.0% | +2.2% | +7.9% |
| YTD | -6.3% | +18.3% | -24.6% | -14.5% |
| 1Y | -19.1% | +26.7% | -45.8% | -28.7% |
| 3Y | +8.2% | +89.6% | -81.3% | -22.6% |
| 5Y | +75.6% | +98.2% | -22.6% | +22.2% |
| 10Y | +471.1% | +167.4% | +303.7% | +242.7% |
| All | +1,561.9% | +255.9% | +1,305.9% | +756.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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