+9.6%
AJG vs ALC
-18.5%
+28.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.4% | +0.3% |
| 7D | -8.5% | -7.7% | -0.8% | -6.7% |
| 30D | -3.8% | -11.7% | +7.9% | -0.8% |
| 3M | +10.8% | +0.7% | +10.2% | +10.7% |
| 6M | +15.6% | -17.1% | +32.7% | +20.0% |
| YTD | -5.1% | -15.1% | +10.0% | -2.0% |
| 1Y | -16.0% | -14.1% | -1.9% | -13.6% |
| All | +9.6% | -18.5% | +28.1% | +18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling