+102.7%
AJG vs ALHC
-33.8%
+136.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -1.2% |
| 7D | -8.3% | -6.9% | -1.4% | -7.9% |
| 30D | -5.7% | -6.7% | +1.1% | -5.3% |
| 3M | +9.1% | -37.7% | +46.8% | +11.8% |
| 6M | +15.2% | -30.0% | +45.2% | +16.5% |
| YTD | -6.3% | -36.2% | +29.9% | -4.6% |
| 1Y | -19.1% | -22.9% | +3.8% | -18.7% |
| 3Y | +8.2% | +138.4% | -130.1% | -2.1% |
| 5Y | +75.6% | -32.8% | +108.4% | +64.4% |
| All | +102.7% | -33.8% | +136.5% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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