+459.5%
AJG vs ET
+177.0%
+282.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -8.3% | +0.2% | -8.5% | -8.3% |
| 30D | -5.7% | +2.9% | -8.5% | -6.2% |
| 3M | +9.1% | +16.8% | -7.7% | +6.0% |
| 6M | +15.2% | +18.9% | -3.7% | +11.5% |
| YTD | -6.3% | +37.7% | -44.0% | -11.8% |
| 1Y | -19.1% | +32.4% | -51.6% | -23.4% |
| 3Y | +8.2% | +99.5% | -91.3% | -5.6% |
| 5Y | +75.6% | +244.0% | -168.3% | +38.0% |
| All | +459.5% | +177.0% | +282.5% | +337.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling