+1,071.9%
EIX vs AJG
+11,335.6%
-10,263.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.4% |
| 7D | +4.1% | -7.4% | +11.5% | +6.3% |
| 30D | -15.3% | -3.0% | -12.3% | -14.6% |
| 3M | -18.4% | +12.8% | -31.3% | -21.4% |
| 6M | -16.8% | +12.8% | -29.7% | -20.2% |
| YTD | -0.6% | -4.7% | +4.2% | -0.3% |
| 1Y | +10.7% | -17.2% | +27.9% | +15.2% |
| 3Y | -4.5% | +10.2% | -14.7% | -8.9% |
| 5Y | +24.0% | +76.9% | -52.9% | +2.9% |
| 10Y | +22.9% | +480.5% | -457.6% | -24.2% |
| All | +1,071.9% | +11,335.6% | -10,263.7% | +373.6% |
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 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