+11,552.3%
AJG vs ES
+1,251.6%
+10,300.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.2% |
| 7D | -3.8% | +1.4% | -5.2% | -4.1% |
| 30D | +1.6% | -1.2% | +2.8% | +1.9% |
| 3M | +18.6% | +5.0% | +13.6% | +17.2% |
| 6M | +10.9% | -2.8% | +13.7% | +11.5% |
| YTD | -2.0% | +8.6% | -10.5% | -4.3% |
| 1Y | -14.9% | +18.9% | -33.9% | -19.1% |
| 3Y | +13.4% | +32.1% | -18.7% | +3.8% |
| 5Y | +83.2% | -5.1% | +88.3% | +81.2% |
| 10Y | +484.3% | +84.2% | +400.1% | +398.0% |
| All | +11,552.3% | +1,251.6% | +10,300.7% | +7,016.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling