+141.0%
AJG vs EOSE
-60.6%
+201.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.2% |
| 7D | -8.3% | +1.8% | -10.1% | -8.3% |
| 30D | -5.7% | -6.8% | +1.2% | -5.7% |
| 3M | +9.1% | -36.3% | +45.4% | +9.6% |
| 6M | +15.2% | -38.8% | +54.0% | +15.5% |
| YTD | -6.3% | -65.5% | +59.2% | -5.5% |
| 1Y | -19.1% | -45.3% | +26.2% | -19.7% |
| 3Y | +8.2% | +44.2% | -35.9% | +2.5% |
| 5Y | +75.6% | -69.5% | +145.1% | +55.7% |
| All | +141.0% | -60.6% | +201.6% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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