-27.0%
ETHA vs AJG
-10.2%
-16.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.5% | +3.3% |
| 7D | +3.5% | -8.3% | +11.7% | +4.0% |
| 30D | +35.3% | -5.7% | +41.0% | +35.7% |
| 3M | +50.9% | +9.1% | +41.8% | +50.0% |
| 6M | +22.1% | +15.2% | +6.9% | +20.7% |
| YTD | -14.6% | -6.3% | -8.3% | -13.9% |
| 1Y | -42.8% | -19.1% | -23.7% | -40.2% |
| All | -27.0% | -10.2% | -16.8% | -39.3% |
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