+238.4%
AJG vs ALC
+16.1%
+222.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -8.3% | -6.3% | -1.9% | -6.1% |
| 30D | -5.7% | -10.3% | +4.6% | -2.0% |
| 3M | +9.1% | -0.7% | +9.8% | +9.3% |
| 6M | +15.2% | -17.8% | +33.1% | +22.7% |
| YTD | -6.3% | -15.8% | +9.5% | -1.2% |
| 1Y | -19.1% | -16.7% | -2.4% | -14.6% |
| 3Y | +8.2% | -19.7% | +28.0% | +12.9% |
| 5Y | +75.6% | -19.8% | +95.4% | +80.5% |
| All | +238.4% | +16.1% | +222.2% | +172.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling