+459.5%
AJG vs DTE
+137.8%
+321.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.6% |
| 7D | -8.3% | -2.6% | -5.7% | -7.1% |
| 30D | -5.7% | -4.4% | -1.3% | -3.7% |
| 3M | +9.1% | -8.3% | +17.4% | +13.5% |
| 6M | +15.2% | -8.1% | +23.3% | +19.2% |
| YTD | -6.3% | +4.4% | -10.7% | -9.1% |
| 1Y | -19.1% | +0.2% | -19.3% | -19.9% |
| 3Y | +8.2% | +42.6% | -34.4% | -10.7% |
| 5Y | +75.6% | +31.5% | +44.2% | +49.5% |
| All | +459.5% | +137.8% | +321.7% | +290.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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