+13.2%
AJG vs ALLE
+48.8%
-35.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.9% |
| 7D | -3.8% | +2.8% | -6.6% | -4.2% |
| 30D | +1.6% | -7.6% | +9.2% | +2.8% |
| 3M | +18.6% | +22.8% | -4.1% | +15.0% |
| 6M | +10.9% | +4.6% | +6.3% | +9.9% |
| YTD | -2.0% | -1.2% | -0.7% | -2.5% |
| 1Y | -14.9% | -9.1% | -5.8% | -14.3% |
| All | +13.2% | +48.8% | -35.6% | +12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling