+15.3%
ENTG vs AJG
+74.4%
-59.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.4% |
| 7D | +1.2% | -8.3% | +9.4% | +3.0% |
| 30D | -12.9% | -5.7% | -7.2% | -12.1% |
| 3M | -3.1% | +9.1% | -12.1% | -8.3% |
| 6M | +21.0% | +15.2% | +5.8% | +11.0% |
| YTD | +67.0% | -6.3% | +73.3% | +68.1% |
| 1Y | +68.6% | -19.1% | +87.7% | +84.0% |
| 3Y | +48.6% | +8.2% | +40.4% | +20.9% |
| All | +15.3% | +74.4% | -59.0% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling