+12.7%
EW vs AJG
+8.2%
+4.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.5% | -2.6% |
| 7D | -6.2% | -8.3% | +2.1% | -4.7% |
| 30D | -9.3% | -5.7% | -3.7% | -8.4% |
| 3M | -1.6% | +9.1% | -10.7% | -3.1% |
| 6M | -0.8% | +15.2% | -16.1% | -3.4% |
| YTD | -1.0% | -6.3% | +5.3% | 0.0% |
| 1Y | +8.2% | -19.1% | +27.3% | +12.9% |
| 3Y | +12.7% | +8.2% | +4.5% | +6.1% |
| All | +12.7% | +8.2% | +4.5% | +6.1% |
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