+17.5%
AJG vs TKO
+2.8%
+14.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.4% |
| 7D | +7.4% | +5.8% | +1.6% | +6.3% |
| 30D | +25.3% | +7.2% | +18.2% | +23.7% |
| 3M | +15.1% | +3.7% | +11.3% | +14.2% |
| 6M | +40.8% | +2.0% | +38.8% | +39.9% |
| YTD | +12.3% | -8.4% | +20.8% | +13.2% |
| 1Y | +17.5% | +2.6% | +14.9% | +17.1% |
| All | +17.5% | +2.8% | +14.7% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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