+11,220.1%
AJG vs EAT
+10,884.1%
+335.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.4% | -2.4% |
| 7D | -7.4% | -6.8% | -0.6% | -6.5% |
| 30D | -3.0% | -5.4% | +2.4% | -2.4% |
| 3M | +12.8% | +42.8% | -29.9% | +7.7% |
| 6M | +12.8% | +56.5% | -43.7% | +5.9% |
| YTD | -4.7% | +50.0% | -54.8% | -10.4% |
| 1Y | -17.2% | +38.3% | -55.5% | -21.6% |
| 3Y | +10.2% | +591.6% | -581.5% | -17.5% |
| 5Y | +76.9% | +312.6% | -235.7% | +37.4% |
| 10Y | +480.5% | +381.4% | +99.1% | +298.9% |
| All | +11,220.1% | +10,884.1% | +335.9% | +5,133.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling