+8.2%
AJG vs ESI
+74.1%
-65.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | -8.3% | -4.6% | -3.6% | -8.4% |
| 30D | -5.7% | -10.5% | +4.8% | -6.0% |
| 3M | +9.1% | -19.8% | +28.9% | +8.4% |
| 6M | +15.2% | +5.8% | +9.4% | +12.7% |
| YTD | -6.3% | +38.3% | -44.6% | -10.4% |
| 1Y | -19.1% | +31.5% | -50.6% | -22.5% |
| 3Y | +8.2% | +80.7% | -72.5% | +0.6% |
| All | +8.2% | +74.1% | -65.8% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 3y: compounded portfolio wealth divided by compounded ESI 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…
3y analysis · Full analysis span regression · 6 months rolling