+7.4%
EQT vs AJG
-17.2%
+24.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.6% |
| 7D | -2.0% | -8.3% | +6.3% | -2.0% |
| 30D | 0.0% | -5.7% | +5.7% | 0.0% |
| 3M | +5.9% | +9.1% | -3.1% | +5.9% |
| 6M | -14.8% | +15.2% | -30.0% | -14.9% |
| YTD | +1.8% | -6.3% | +8.1% | +3.1% |
| 1Y | +7.4% | -19.1% | +26.5% | +12.5% |
| All | +7.4% | -17.2% | +24.5% | +12.5% |
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