-35.6%
ELAN vs AJG
+250.3%
-285.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.9% |
| 7D | -5.4% | -8.3% | +2.8% | -1.8% |
| 30D | +4.7% | -5.7% | +10.4% | +7.2% |
| 3M | -3.7% | +9.1% | -12.7% | -7.9% |
| 6M | -1.2% | +15.2% | -16.4% | -8.8% |
| YTD | +2.4% | -6.3% | +8.7% | +3.8% |
| 1Y | +23.4% | -19.1% | +42.5% | +34.3% |
| 3Y | +96.7% | +8.2% | +88.5% | +74.4% |
| 5Y | -30.6% | +75.6% | -106.2% | -55.9% |
| All | -35.6% | +250.3% | -285.9% | -74.0% |
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