+20,672.1%
ETN vs AJG
+11,150.2%
+9,521.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.4% |
| 7D | +3.5% | -8.3% | +11.8% | +6.4% |
| 30D | -7.5% | -5.7% | -1.8% | -6.0% |
| 3M | +8.3% | +9.1% | -0.8% | +3.5% |
| 6M | +20.2% | +15.2% | +5.0% | +11.7% |
| YTD | +34.7% | -6.3% | +41.0% | +33.8% |
| 1Y | +19.4% | -19.1% | +38.6% | +24.4% |
| 3Y | +85.5% | +8.2% | +77.3% | +70.5% |
| 5Y | +186.6% | +75.6% | +111.0% | +120.7% |
| 10Y | +724.7% | +471.1% | +253.6% | +334.0% |
| All | +20,672.1% | +11,150.2% | +9,521.9% | +6,411.7% |
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