+6,167.6%
EW vs AJG
+3,344.3%
+2,823.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.2% | +0.2% |
| 7D | -5.1% | -7.4% | +2.3% | -3.0% |
| 30D | -6.4% | -3.0% | -3.4% | -5.6% |
| 3M | -1.6% | +12.8% | -14.4% | -5.3% |
| 6M | +2.3% | +12.8% | -10.6% | -2.0% |
| YTD | +1.1% | -4.7% | +5.8% | +1.4% |
| 1Y | +8.0% | -17.2% | +25.2% | +12.7% |
| 3Y | +16.3% | +10.2% | +6.2% | +10.1% |
| 5Y | -29.4% | +76.9% | -106.3% | -42.0% |
| 10Y | +125.6% | +480.5% | -354.9% | +37.4% |
| All | +6,167.6% | +3,344.3% | +2,823.3% | +2,620.2% |
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