-16.2%
TEL vs AJG
+16.2%
-32.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.1% | -6.2% | -6.3% |
| 7D | -7.4% | +7.4% | -14.8% | -6.3% |
| 30D | -6.0% | +25.3% | -31.3% | -2.9% |
| 3M | -5.0% | +15.1% | -20.1% | -2.7% |
| 6M | +0.5% | +40.8% | -40.3% | +6.6% |
| YTD | -8.3% | +12.3% | -20.7% | -6.7% |
| 1Y | -16.2% | +17.5% | -33.7% | -14.3% |
| All | -16.2% | +16.2% | -32.4% | -14.3% |
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