+696.3%
TEL vs AJG
+1,342.1%
-645.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +4.2% |
| 7D | +1.6% | -8.3% | +9.9% | +6.3% |
| 30D | -0.7% | -5.7% | +5.0% | +2.1% |
| 3M | +2.4% | +9.1% | -6.7% | -3.7% |
| 6M | +4.1% | +15.2% | -11.1% | -5.9% |
| YTD | -5.8% | -6.3% | +0.5% | -5.6% |
| 1Y | +0.9% | -19.1% | +20.0% | +9.1% |
| 3Y | +72.6% | +8.2% | +64.4% | +50.2% |
| 5Y | +57.5% | +75.6% | -18.1% | -0.4% |
| 10Y | +313.6% | +471.1% | -157.5% | +26.3% |
| All | +696.3% | +1,342.1% | -645.8% | +38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling