+665.0%
AJG vs ALLE
+342.5%
+322.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.7% |
| 7D | +0.5% | +3.6% | -3.1% | -0.8% |
| 30D | +19.4% | +25.9% | -6.5% | +9.5% |
| 3M | +11.9% | +15.8% | -3.8% | +5.8% |
| 6M | +48.3% | +48.1% | +0.2% | +27.2% |
| YTD | +10.3% | +22.0% | -11.6% | +1.0% |
| 1Y | +11.5% | +18.0% | -6.5% | +3.3% |
| 3Y | +17.5% | +93.1% | -75.5% | -12.9% |
| 5Y | +79.8% | +52.1% | +27.7% | +44.4% |
| 10Y | +541.5% | +212.0% | +329.5% | +274.9% |
| All | +665.0% | +342.5% | +322.5% | +297.9% |
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