+75.2%
AJG vs EL
-69.0%
+144.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | -8.3% | -6.5% | -1.8% | -7.5% |
| 30D | -5.7% | +11.1% | -16.8% | -7.0% |
| 3M | +9.1% | +10.7% | -1.6% | +7.5% |
| 6M | +15.2% | +6.9% | +8.3% | +13.6% |
| YTD | -6.3% | -6.3% | 0.0% | -6.6% |
| 1Y | -19.1% | +13.5% | -32.6% | -21.6% |
| 3Y | +8.2% | -33.1% | +41.3% | +12.2% |
| All | +75.2% | -69.0% | +144.2% | +132.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling