+9.6%
EIX vs AJG
-12.9%
+22.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.0% |
| 7D | -19.1% | -1.8% | -17.3% | -18.9% |
| 30D | -16.9% | +4.6% | -21.6% | -17.1% |
| 3M | -20.0% | +24.9% | -44.9% | -21.3% |
| 6M | -21.3% | +17.2% | -38.5% | -22.1% |
| YTD | -1.7% | +2.2% | -3.9% | -0.3% |
| 1Y | +9.6% | -11.5% | +21.1% | +12.3% |
| All | +9.6% | -12.9% | +22.5% | +12.3% |
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