+148.6%
TE vs AJG
-12.9%
+161.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +0.4% |
| 7D | -4.0% | -1.8% | -2.1% | -5.1% |
| 30D | -15.9% | +4.6% | -20.5% | -13.2% |
| 3M | -60.5% | +24.9% | -85.5% | -57.0% |
| 6M | -35.2% | +17.2% | -52.4% | -30.3% |
| YTD | -31.1% | +2.2% | -33.3% | -28.8% |
| 1Y | +148.6% | -11.5% | +160.2% | +136.9% |
| All | +148.6% | -12.9% | +161.5% | +136.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling