+11,175.1%
AJG vs EFX
+6,077.1%
+5,098.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -8.5% | -11.1% | +2.6% | -5.8% |
| 30D | -3.8% | -7.4% | +3.6% | -1.9% |
| 3M | +10.8% | +1.5% | +9.3% | +10.2% |
| 6M | +15.6% | -13.7% | +29.3% | +19.3% |
| YTD | -5.1% | -21.9% | +16.7% | -0.2% |
| 1Y | -16.0% | -30.8% | +14.8% | -9.1% |
| 3Y | +9.7% | -12.4% | +22.1% | +9.0% |
| 5Y | +77.8% | -35.9% | +113.8% | +87.5% |
| 10Y | +478.2% | +41.0% | +437.2% | +388.6% |
| All | +11,175.1% | +6,077.1% | +5,098.1% | +5,454.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling