+8.2%
AJG vs EAT
+578.9%
-570.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -8.3% | -7.7% | -0.6% | -7.7% |
| 30D | -5.7% | -13.6% | +7.9% | -4.6% |
| 3M | +9.1% | +33.9% | -24.8% | +6.8% |
| 6M | +15.2% | +47.2% | -32.0% | +11.8% |
| YTD | -6.3% | +48.1% | -54.3% | -9.3% |
| 1Y | -19.1% | +33.7% | -52.8% | -21.4% |
| 3Y | +8.2% | +595.8% | -587.5% | -1.3% |
| All | +8.2% | +578.9% | -570.7% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 3y: compounded portfolio wealth divided by compounded EAT 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…
3y analysis · Full analysis span regression · 6 months rolling