+12,455.6%
ECL vs AJG
+11,335.6%
+1,120.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.7% | -1.2% |
| 7D | -2.7% | -7.4% | +4.6% | -0.4% |
| 30D | -4.3% | -3.0% | -1.3% | -3.4% |
| 3M | +3.2% | +12.8% | -9.6% | -1.1% |
| 6M | -2.9% | +12.8% | -15.7% | -7.3% |
| YTD | +4.3% | -4.7% | +9.0% | +4.5% |
| 1Y | +1.6% | -17.2% | +18.8% | +6.5% |
| 3Y | +54.3% | +10.2% | +44.1% | +45.7% |
| 5Y | +26.5% | +76.9% | -50.4% | +2.6% |
| 10Y | +155.6% | +480.5% | -324.9% | +49.2% |
| All | +12,455.6% | +11,335.6% | +1,120.0% | +4,093.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling