+459.5%
AJG vs ES
+82.1%
+377.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -8.3% | -3.6% | -4.7% | -7.0% |
| 30D | -5.7% | -4.2% | -1.4% | -4.2% |
| 3M | +9.1% | +0.1% | +9.0% | +9.0% |
| 6M | +15.2% | -6.2% | +21.4% | +17.6% |
| YTD | -6.3% | +4.1% | -10.4% | -8.2% |
| 1Y | -19.1% | +10.2% | -29.3% | -22.9% |
| 3Y | +8.2% | +26.1% | -17.9% | -4.2% |
| 5Y | +75.6% | -5.3% | +81.0% | +74.0% |
| All | +459.5% | +82.1% | +377.5% | +377.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling