+77.8%
AJG vs ES
-6.2%
+84.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.2% |
| 7D | -8.5% | -3.5% | -5.0% | -7.6% |
| 30D | -3.8% | -3.0% | -0.8% | -3.0% |
| 3M | +10.8% | -0.3% | +11.1% | +11.0% |
| 6M | +15.6% | -5.2% | +20.8% | +17.1% |
| YTD | -5.1% | +4.8% | -9.9% | -6.7% |
| 1Y | -16.0% | +12.7% | -28.7% | -19.3% |
| 3Y | +9.7% | +27.5% | -17.8% | +0.8% |
| 5Y | +77.8% | -4.7% | +82.5% | +81.0% |
| All | +77.8% | -6.2% | +84.0% | +81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling