+15.9%
AJG vs ET
+24.7%
-8.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.5% | +8.9% | +5.3% |
| 7D | +10.7% | -6.0% | +16.8% | +10.6% |
| 30D | +26.9% | -6.1% | +33.0% | +27.0% |
| 3M | +16.6% | -2.7% | +19.2% | +16.2% |
| 6M | +40.1% | +0.2% | +39.9% | +39.3% |
| YTD | +12.4% | +24.3% | -11.9% | +13.9% |
| 1Y | +15.9% | +26.4% | -10.5% | +17.5% |
| All | +15.9% | +24.7% | -8.8% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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