+256.3%
AJG vs ESTC
+19.1%
+237.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -8.3% | -9.2% | +0.9% | -7.3% |
| 30D | -5.7% | +8.1% | -13.7% | -6.8% |
| 3M | +9.1% | +38.5% | -29.4% | +4.8% |
| 6M | +15.2% | +57.8% | -42.6% | +8.7% |
| YTD | -6.3% | +10.5% | -16.8% | -8.5% |
| 1Y | -19.1% | -6.4% | -12.7% | -19.9% |
| 3Y | +8.2% | +4.7% | +3.6% | +1.2% |
| 5Y | +75.6% | -47.8% | +123.4% | +72.6% |
| All | +256.3% | +19.1% | +237.2% | +168.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling