+1.1%
TEL vs AJG
-12.9%
+14.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.6% |
| 7D | +3.0% | -1.8% | +4.8% | +2.7% |
| 30D | -3.9% | +4.6% | -8.6% | -3.3% |
| 3M | -5.1% | +24.9% | -30.0% | -1.5% |
| 6M | +0.6% | +17.2% | -16.6% | +3.6% |
| YTD | -7.3% | +2.2% | -9.4% | -6.8% |
| 1Y | +1.1% | -11.5% | +12.7% | +1.6% |
| All | +1.1% | -12.9% | +14.0% | +1.6% |
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