+273.7%
ELV vs AJG
+473.1%
-199.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +1.2% |
| 7D | +3.2% | -8.3% | +11.5% | +8.2% |
| 30D | +5.4% | -5.7% | +11.0% | +8.6% |
| 3M | +5.4% | +9.1% | -3.7% | -0.8% |
| 6M | +45.7% | +15.2% | +30.5% | +31.8% |
| YTD | +21.2% | -6.3% | +27.5% | +23.9% |
| 1Y | +35.6% | -19.1% | +54.7% | +50.9% |
| 3Y | -2.0% | +8.2% | -10.2% | -12.7% |
| 5Y | +26.0% | +75.6% | -49.6% | -22.5% |
| All | +273.7% | +473.1% | -199.4% | +11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling