+9.6%
AJG vs ESTC
+7.0%
+2.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | -0.2% |
| 7D | -8.5% | -13.2% | +4.6% | -7.9% |
| 30D | -3.8% | +9.3% | -13.1% | -4.2% |
| 3M | +10.8% | +37.3% | -26.5% | +9.2% |
| 6M | +15.6% | +61.0% | -45.4% | +13.0% |
| YTD | -5.1% | +10.7% | -15.8% | -6.5% |
| 1Y | -16.0% | -7.2% | -8.9% | -17.0% |
| All | +9.6% | +7.0% | +2.6% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling