-31.9%
CEG vs AJG
+19.3%
-51.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.5% | -12.2% | -4.6% |
| 7D | -4.8% | +10.7% | -15.5% | -0.9% |
| 30D | -8.2% | +26.9% | -35.1% | +0.4% |
| 3M | -7.9% | +16.6% | -24.5% | -1.8% |
| 6M | -23.2% | +40.1% | -63.4% | -12.7% |
| YTD | -30.1% | +12.4% | -42.6% | -26.4% |
| 1Y | -31.9% | +15.9% | -47.8% | -28.6% |
| All | -31.9% | +19.3% | -51.2% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling