+48.6%
ENTG vs AJG
+8.2%
+40.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +1.9% |
| 7D | +1.2% | -8.3% | +9.4% | -0.9% |
| 30D | -12.9% | -5.7% | -7.2% | -13.9% |
| 3M | -3.1% | +9.1% | -12.1% | -2.2% |
| 6M | +21.0% | +15.2% | +5.8% | +22.3% |
| YTD | +67.0% | -6.3% | +73.3% | +72.2% |
| 1Y | +68.6% | -19.1% | +87.7% | +78.9% |
| 3Y | +48.6% | +8.2% | +40.4% | +48.6% |
| All | +48.6% | +8.2% | +40.4% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling