-19.1%
AJG vs DTE
+1.0%
-20.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.0% |
| 7D | -8.3% | -2.6% | -5.7% | -7.9% |
| 30D | -5.7% | -4.4% | -1.3% | -5.0% |
| 3M | +9.1% | -8.3% | +17.4% | +11.0% |
| 6M | +15.2% | -8.1% | +23.3% | +16.4% |
| YTD | -6.3% | +4.4% | -10.7% | -10.4% |
| 1Y | -19.1% | +0.2% | -19.3% | -18.7% |
| All | -19.1% | +1.0% | -20.1% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling