+604.3%
CEG vs AJG
+61.0%
+543.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | -4.8% | -8.3% | +3.5% | -3.5% |
| 30D | +2.3% | -5.7% | +8.0% | +3.1% |
| 3M | +15.6% | +9.1% | +6.5% | +12.9% |
| 6M | -5.0% | +15.2% | -20.2% | -8.8% |
| YTD | -19.0% | -6.3% | -12.7% | -18.1% |
| 1Y | -10.0% | -19.1% | +9.2% | -4.5% |
| 3Y | +163.9% | +8.2% | +155.7% | +138.2% |
| All | +604.3% | +61.0% | +543.3% | +429.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling