+77.8%
AJG vs ALHC
-31.9%
+109.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.3% |
| 7D | -8.5% | -5.8% | -2.7% | -8.2% |
| 30D | -3.8% | -3.3% | -0.4% | -3.6% |
| 3M | +10.8% | -37.9% | +48.8% | +13.8% |
| 6M | +15.6% | -29.5% | +45.1% | +16.9% |
| YTD | -5.1% | -35.4% | +30.3% | -3.4% |
| 1Y | -16.0% | -22.4% | +6.4% | -15.7% |
| 3Y | +9.7% | +146.3% | -136.6% | -2.2% |
| 5Y | +77.8% | -32.0% | +109.8% | +64.8% |
| All | +77.8% | -31.9% | +109.7% | +64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling