+9.4%
ENB vs AJG
+19.3%
-9.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.8% | -0.4% |
| 7D | +0.5% | +10.7% | -10.3% | +0.4% |
| 30D | +6.0% | +26.9% | -21.0% | +5.8% |
| 3M | -7.4% | +16.6% | -24.0% | -7.6% |
| 6M | -8.5% | +40.1% | -48.6% | -8.8% |
| YTD | +6.1% | +12.4% | -6.3% | +5.4% |
| 1Y | +9.4% | +15.9% | -6.5% | +8.7% |
| All | +9.4% | +19.3% | -9.9% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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