+1,184.7%
ENTG vs AJG
+2,407.4%
-1,222.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.7% |
| 7D | +5.1% | -8.5% | +13.6% | +9.9% |
| 30D | -8.5% | -3.8% | -4.8% | -7.3% |
| 3M | +6.7% | +10.8% | -4.1% | -2.8% |
| 6M | +17.7% | +15.6% | +2.1% | +3.3% |
| YTD | +63.5% | -5.1% | +68.6% | +58.1% |
| 1Y | +73.6% | -16.0% | +89.6% | +78.3% |
| 3Y | +44.6% | +9.7% | +34.8% | +22.4% |
| 5Y | +16.1% | +77.8% | -61.7% | -25.7% |
| 10Y | +775.8% | +478.2% | +297.6% | +182.6% |
| All | +1,184.7% | +2,407.4% | -1,222.7% | +210.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling