+117.8%
EW vs AJG
+473.1%
-355.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.5% | -2.2% |
| 7D | -6.2% | -8.3% | +2.1% | -2.4% |
| 30D | -9.3% | -5.7% | -3.7% | -7.0% |
| 3M | -1.6% | +9.1% | -10.7% | -6.1% |
| 6M | -0.8% | +15.2% | -16.1% | -8.4% |
| YTD | -1.0% | -6.3% | +5.3% | +0.3% |
| 1Y | +8.2% | -19.1% | +27.3% | +17.7% |
| 3Y | +12.7% | +8.2% | +4.5% | +1.0% |
| 5Y | -30.2% | +75.6% | -105.8% | -53.7% |
| All | +117.8% | +473.1% | -355.3% | -22.8% |
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 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