+16.6%
EIX vs AJG
+19.3%
-2.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.5% | -2.3% | +2.5% |
| 7D | +4.5% | +10.7% | -6.2% | +3.4% |
| 30D | +15.2% | +26.9% | -11.7% | +12.6% |
| 3M | -11.6% | +16.6% | -28.2% | -12.7% |
| 6M | -8.4% | +40.1% | -48.5% | -10.1% |
| YTD | +8.2% | +12.4% | -4.3% | +8.8% |
| 1Y | +16.6% | +15.9% | +0.7% | +16.1% |
| All | +16.6% | +19.3% | -2.7% | +16.1% |
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