+65.7%
ENTG vs AJG
+19.3%
+46.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +5.5% | -11.9% | -1.7% |
| 7D | -10.3% | +10.7% | -21.1% | -1.7% |
| 30D | -14.4% | +26.9% | -41.3% | +5.9% |
| 3M | -1.1% | +16.6% | -17.7% | +16.1% |
| 6M | +3.0% | +40.1% | -37.2% | +34.6% |
| YTD | +70.1% | +12.4% | +57.6% | +119.0% |
| 1Y | +65.7% | +15.9% | +49.8% | +112.9% |
| All | +65.7% | +19.3% | +46.4% | +112.9% |
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