+466.5%
AJG vs ALLE
+154.9%
+311.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -8.5% | -2.8% | -5.8% | -7.6% |
| 30D | -3.8% | -10.2% | +6.4% | +0.1% |
| 3M | +10.8% | +17.4% | -6.6% | +3.9% |
| 6M | +15.6% | +3.3% | +12.3% | +13.3% |
| YTD | -5.1% | -4.2% | -0.9% | -4.8% |
| 1Y | -16.0% | -10.5% | -5.5% | -13.6% |
| 3Y | +9.7% | +45.4% | -35.6% | -9.8% |
| 5Y | +77.8% | +11.9% | +65.9% | +60.7% |
| All | +466.5% | +154.9% | +311.6% | +257.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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