-19.1%
AJG vs ES
+11.9%
-31.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -8.3% | -3.6% | -4.7% | -7.5% |
| 30D | -5.7% | -4.2% | -1.4% | -4.8% |
| 3M | +9.1% | +0.1% | +9.0% | +9.5% |
| 6M | +15.2% | -6.2% | +21.4% | +17.2% |
| YTD | -6.3% | +4.1% | -10.4% | -7.2% |
| 1Y | -19.1% | +10.2% | -29.3% | -20.7% |
| All | -19.1% | +11.9% | -31.1% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling