-6.3%
TLT vs AJG
+8.3%
-14.6%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.5% |
| 7D | -0.3% | -7.4% | +7.1% | -0.1% |
| 30D | 0.0% | -3.0% | +2.9% | 0.0% |
| 3M | -2.9% | +12.8% | -15.7% | -3.3% |
| 6M | -6.3% | +12.8% | -19.1% | -6.6% |
| All | -6.3% | +8.3% | -14.6% | -6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling