+290.1%
ETR vs AJG
+473.1%
-183.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | +0.2% |
| 7D | -1.8% | -8.3% | +6.5% | +1.8% |
| 30D | -1.8% | -5.7% | +3.9% | +0.5% |
| 3M | -3.6% | +9.1% | -12.7% | -8.4% |
| 6M | +2.6% | +15.2% | -12.6% | -5.6% |
| YTD | +16.0% | -6.3% | +22.3% | +16.9% |
| 1Y | +20.1% | -19.1% | +39.3% | +29.9% |
| 3Y | +143.6% | +8.2% | +135.4% | +120.4% |
| 5Y | +124.4% | +75.6% | +48.7% | +48.2% |
| All | +290.1% | +473.1% | -183.0% | +59.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling