+6,712.0%
AJG vs EL
+1,569.8%
+5,142.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | -8.3% | -6.5% | -1.8% | -7.0% |
| 30D | -5.7% | +11.1% | -16.8% | -7.9% |
| 3M | +9.1% | +10.7% | -1.6% | +6.4% |
| 6M | +15.2% | +6.9% | +8.3% | +12.3% |
| YTD | -6.3% | -6.3% | 0.0% | -6.9% |
| 1Y | -19.1% | +13.5% | -32.6% | -23.3% |
| 3Y | +8.2% | -33.1% | +41.3% | +9.3% |
| 5Y | +75.6% | -68.8% | +144.4% | +108.6% |
| 10Y | +471.1% | +26.1% | +445.0% | +386.7% |
| All | +6,712.0% | +1,569.8% | +5,142.1% | +3,454.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling