+75.2%
AJG vs ESI
+67.8%
+7.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -8.3% | -4.6% | -3.6% | -7.9% |
| 30D | -5.7% | -10.5% | +4.8% | -4.8% |
| 3M | +9.1% | -19.8% | +28.9% | +10.8% |
| 6M | +15.2% | +5.8% | +9.4% | +10.9% |
| YTD | -6.3% | +38.3% | -44.6% | -14.8% |
| 1Y | -19.1% | +31.5% | -50.6% | -26.0% |
| 3Y | +8.2% | +80.7% | -72.5% | -12.0% |
| All | +75.2% | +67.8% | +7.4% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling