+8.2%
AJG vs EL
-34.0%
+42.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | -8.3% | -6.5% | -1.8% | -7.9% |
| 30D | -5.7% | +11.1% | -16.8% | -6.2% |
| 3M | +9.1% | +10.7% | -1.6% | +8.4% |
| 6M | +15.2% | +6.9% | +8.3% | +14.4% |
| YTD | -6.3% | -6.3% | 0.0% | -6.5% |
| 1Y | -19.1% | +13.5% | -32.6% | -20.0% |
| 3Y | +8.2% | -33.1% | +41.3% | +7.8% |
| All | +8.2% | -34.0% | +42.2% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 3y: compounded portfolio wealth divided by compounded EL 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…
3y analysis · Full analysis span regression · 6 months rolling