+2,488.7%
ELV vs AJG
+1,220.1%
+1,268.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.1% | +6.2% |
| 7D | +2.8% | -8.3% | +11.0% | +6.5% |
| 30D | +4.9% | -5.7% | +10.6% | +7.4% |
| 3M | +4.9% | +9.1% | -4.2% | +0.4% |
| 6M | +45.1% | +15.2% | +29.9% | +34.8% |
| YTD | +20.7% | -6.3% | +27.0% | +22.5% |
| 1Y | +35.0% | -19.1% | +54.1% | +45.8% |
| 3Y | -2.4% | +8.2% | -10.7% | -8.8% |
| 5Y | +25.5% | +75.6% | -50.2% | -6.3% |
| 10Y | +277.1% | +471.1% | -194.0% | +79.6% |
| All | +2,488.7% | +1,220.1% | +1,268.6% | +771.2% |
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