+586.2%
EWT vs AJG
+2,655.8%
-2,069.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.1% | +2.2% |
| 7D | -1.1% | -8.3% | +7.1% | +1.5% |
| 30D | +4.5% | -5.7% | +10.1% | +6.1% |
| 3M | +8.3% | +9.1% | -0.8% | +4.0% |
| 6M | +54.2% | +15.2% | +39.0% | +44.7% |
| YTD | +74.6% | -6.3% | +80.9% | +74.3% |
| 1Y | +84.9% | -19.1% | +104.0% | +93.1% |
| 3Y | +197.5% | +8.2% | +189.3% | +175.6% |
| 5Y | +150.6% | +75.6% | +74.9% | +92.7% |
| 10Y | +516.1% | +471.1% | +44.9% | +209.2% |
| All | +586.2% | +2,655.8% | -2,069.5% | +161.8% |
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 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