+33.6%
EQT vs AJG
+8.2%
+25.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.5% |
| 7D | -2.0% | -8.3% | +6.3% | -1.2% |
| 30D | 0.0% | -5.7% | +5.7% | +0.5% |
| 3M | +5.9% | +9.1% | -3.1% | +4.7% |
| 6M | -14.8% | +15.2% | -30.0% | -16.5% |
| YTD | +1.8% | -6.3% | +8.1% | +2.9% |
| 1Y | +7.4% | -19.1% | +26.5% | +11.7% |
| 3Y | +33.6% | +8.2% | +25.4% | +36.1% |
| All | +33.6% | +8.2% | +25.4% | +36.1% |
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