+76.9%
AJG vs ALLE
+11.9%
+65.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.1% | -2.1% |
| 7D | -7.4% | -2.2% | -5.2% | -6.8% |
| 30D | -3.0% | -8.3% | +5.4% | -0.6% |
| 3M | +12.8% | +16.3% | -3.4% | +7.8% |
| 6M | +12.8% | +1.8% | +11.0% | +11.7% |
| YTD | -4.7% | -3.9% | -0.8% | -4.6% |
| 1Y | -17.2% | -10.0% | -7.2% | -15.4% |
| 3Y | +10.2% | +45.8% | -35.6% | -6.4% |
| 5Y | +76.9% | +13.3% | +63.6% | +66.3% |
| All | +76.9% | +11.9% | +65.0% | +66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling