+97.9%
EWT vs AJG
-12.9%
+110.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +1.4% |
| 7D | +4.0% | -1.8% | +5.8% | +3.4% |
| 30D | +10.3% | +4.6% | +5.7% | +12.0% |
| 3M | +6.1% | +24.9% | -18.8% | +12.3% |
| 6M | +56.6% | +17.2% | +39.4% | +64.2% |
| YTD | +76.6% | +2.2% | +74.4% | +81.6% |
| 1Y | +97.9% | -11.5% | +109.4% | +99.9% |
| All | +97.9% | -12.9% | +110.8% | +99.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling