+560.0%
AJG vs ESI
+222.6%
+337.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.7% |
| 7D | -7.4% | +3.9% | -11.3% | -7.9% |
| 30D | -3.0% | -3.8% | +0.8% | -2.5% |
| 3M | +12.8% | -13.1% | +26.0% | +14.2% |
| 6M | +12.8% | +11.3% | +1.5% | +8.5% |
| YTD | -4.7% | +44.1% | -48.8% | -13.0% |
| 1Y | -17.2% | +40.3% | -57.5% | -24.3% |
| 3Y | +10.2% | +84.1% | -73.9% | -6.2% |
| 5Y | +76.9% | +75.8% | +1.1% | +50.1% |
| 10Y | +480.5% | +320.7% | +159.8% | +312.1% |
| All | +560.0% | +222.6% | +337.5% | +403.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling