+15.2%
AJG vs DTE
-8.7%
+24.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.1% |
| 7D | -8.3% | -2.6% | -5.7% | -8.1% |
| 30D | -5.7% | -4.4% | -1.3% | -5.4% |
| 3M | +9.1% | -8.3% | +17.4% | +10.7% |
| 6M | +15.2% | -8.1% | +23.3% | +16.1% |
| All | +15.2% | -8.7% | +24.0% | +16.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling