-49.3%
TE vs AJG
+74.4%
-123.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.8% |
| 7D | +0.2% | -8.3% | +8.5% | +1.4% |
| 30D | -5.9% | -5.7% | -0.2% | -5.3% |
| 3M | -45.6% | +9.1% | -54.7% | -48.3% |
| 6M | -43.4% | +15.2% | -58.6% | -47.6% |
| YTD | -31.0% | -6.3% | -24.7% | -31.4% |
| 1Y | +145.2% | -19.1% | +164.3% | +159.4% |
| 3Y | -24.1% | +8.2% | -32.3% | -36.4% |
| All | -49.3% | +74.4% | -123.7% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling