-11.5%
AJG vs EQX
+42.9%
-54.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.6% |
| 7D | -1.8% | -1.4% | -0.4% | -1.9% |
| 30D | +4.6% | +24.4% | -19.7% | +6.3% |
| 3M | +24.9% | +11.6% | +13.3% | +26.5% |
| 6M | +17.2% | -25.0% | +42.2% | +16.5% |
| YTD | +2.2% | -8.4% | +10.5% | +2.8% |
| 1Y | -11.5% | +43.4% | -54.9% | -7.6% |
| All | -11.5% | +42.9% | -54.4% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 1y: compounded portfolio wealth divided by compounded EQX 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…
1y analysis · Full analysis span regression · 6 months rolling