+15.9%
AJG vs EFX
-7.5%
+23.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.4% | +3.1% | +4.6% |
| 7D | +10.7% | +9.2% | +1.5% | +7.4% |
| 30D | +26.9% | +34.8% | -7.9% | +14.5% |
| 3M | +16.6% | +8.8% | +7.7% | +12.7% |
| 6M | +40.1% | +12.3% | +27.8% | +33.6% |
| YTD | +12.4% | -10.6% | +23.1% | +13.3% |
| 1Y | +15.9% | -6.7% | +22.7% | +14.8% |
| All | +15.9% | -7.5% | +23.4% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling