+459.5%
AJG vs EFX
+42.6%
+416.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | -8.3% | -4.5% | -3.7% | -7.0% |
| 30D | -5.7% | -6.1% | +0.4% | -3.9% |
| 3M | +9.1% | +6.2% | +2.9% | +7.0% |
| 6M | +15.2% | -11.2% | +26.4% | +18.5% |
| YTD | -6.3% | -21.4% | +15.1% | -0.7% |
| 1Y | -19.1% | -34.3% | +15.2% | -9.9% |
| 3Y | +8.2% | -12.5% | +20.7% | +5.9% |
| 5Y | +75.6% | -35.6% | +111.2% | +85.9% |
| All | +459.5% | +42.6% | +416.9% | +341.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling