+608.3%
AJG vs ALLE
+260.9%
+347.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.9% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | +4.6% | -6.8% | +11.4% | +7.3% |
| 3M | +24.9% | +21.0% | +3.9% | +15.8% |
| 6M | +17.2% | +1.1% | +16.1% | +15.8% |
| YTD | +2.2% | -0.5% | +2.7% | +1.0% |
| 1Y | -11.5% | -7.3% | -4.3% | -10.2% |
| 3Y | +16.7% | +42.3% | -25.6% | -2.6% |
| 5Y | +89.6% | +13.5% | +76.2% | +70.7% |
| 10Y | +512.4% | +144.0% | +368.4% | +292.0% |
| All | +608.3% | +260.9% | +347.5% | +298.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling