+156.3%
ECL vs AJG
+473.1%
-316.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.3% |
| 7D | -1.1% | -8.3% | +7.2% | +3.5% |
| 30D | -0.8% | -5.7% | +4.9% | +2.1% |
| 3M | +5.0% | +9.1% | -4.0% | -0.7% |
| 6M | +0.2% | +15.2% | -15.0% | -8.8% |
| YTD | +5.8% | -6.3% | +12.1% | +7.3% |
| 1Y | +1.5% | -19.1% | +20.7% | +12.1% |
| 3Y | +55.0% | +8.2% | +46.8% | +36.7% |
| 5Y | +29.3% | +75.6% | -46.4% | -19.7% |
| All | +156.3% | +473.1% | -316.8% | -16.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling