+106.0%
AJG vs ALHC
-31.6%
+137.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.3% | -2.7% |
| 7D | -7.4% | -4.1% | -3.3% | -7.1% |
| 30D | -3.0% | -5.4% | +2.5% | -2.7% |
| 3M | +12.8% | -32.1% | +45.0% | +15.0% |
| 6M | +12.8% | -28.5% | +41.3% | +14.0% |
| YTD | -4.7% | -34.0% | +29.3% | -3.3% |
| 1Y | -17.2% | -20.9% | +3.7% | -16.9% |
| 3Y | +10.2% | +151.5% | -141.4% | -0.7% |
| 5Y | +76.9% | -28.8% | +105.8% | +65.3% |
| All | +106.0% | -31.6% | +137.6% | +91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling