-25.8%
TE vs AJG
+19.3%
-45.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.5% | -9.0% | +0.6% |
| 7D | +3.8% | +10.7% | -6.9% | +12.3% |
| 30D | -26.2% | +26.9% | -53.1% | -11.3% |
| 3M | -49.7% | +16.6% | -66.3% | -42.6% |
| 6M | -46.5% | +40.1% | -86.6% | -35.1% |
| YTD | -59.1% | +12.4% | -71.6% | -56.1% |
| 1Y | -25.8% | +15.9% | -41.7% | -15.1% |
| All | -25.8% | +19.3% | -45.1% | -15.1% |
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