+2,982.6%
EQT vs AJG
+11,150.2%
-8,167.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | -2.0% | -8.3% | +6.3% | +0.1% |
| 30D | 0.0% | -5.7% | +5.7% | +1.4% |
| 3M | +5.9% | +9.1% | -3.1% | +3.1% |
| 6M | -14.8% | +15.2% | -30.0% | -18.6% |
| YTD | +1.8% | -6.3% | +8.1% | +2.3% |
| 1Y | +7.4% | -19.1% | +26.5% | +11.8% |
| 3Y | +33.6% | +8.2% | +25.4% | +27.8% |
| 5Y | +199.3% | +75.6% | +123.7% | +152.3% |
| 10Y | +50.0% | +471.1% | -421.1% | -6.5% |
| All | +2,982.6% | +11,150.2% | -8,167.6% | +1,083.4% |
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