-11.2%
EQT vs AJG
+15.4%
-26.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.2% | -2.4% |
| 7D | -10.5% | +2.0% | -12.5% | -10.5% |
| 30D | -5.3% | +24.0% | -29.3% | -5.2% |
| 3M | -4.0% | +12.2% | -16.1% | -3.9% |
| 6M | -13.3% | +43.9% | -57.2% | -13.5% |
| YTD | -6.7% | +9.8% | -16.5% | -4.7% |
| 1Y | -11.2% | +16.2% | -27.4% | -9.4% |
| All | -11.2% | +15.4% | -26.6% | -9.4% |
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 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