+22.2%
ELV vs AJG
+74.4%
-52.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +1.0% |
| 7D | +3.2% | -8.3% | +11.5% | +6.7% |
| 30D | +5.4% | -5.7% | +11.0% | +7.6% |
| 3M | +5.4% | +9.1% | -3.7% | +1.2% |
| 6M | +45.7% | +15.2% | +30.5% | +36.1% |
| YTD | +21.2% | -6.3% | +27.5% | +24.0% |
| 1Y | +35.6% | -19.1% | +54.7% | +47.2% |
| 3Y | -2.0% | +8.2% | -10.2% | -9.1% |
| All | +22.2% | +74.4% | -52.2% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling