+459.5%
AJG vs ALLY
+189.7%
+269.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -8.3% | -3.8% | -4.5% | -7.4% |
| 30D | -5.7% | -4.9% | -0.7% | -4.6% |
| 3M | +9.1% | -2.6% | +11.7% | +9.5% |
| 6M | +15.2% | +15.7% | -0.5% | +10.7% |
| YTD | -6.3% | -5.2% | -1.1% | -5.8% |
| 1Y | -19.1% | +2.8% | -21.9% | -20.5% |
| 3Y | +8.2% | +63.4% | -55.2% | -8.7% |
| 5Y | +75.6% | -2.6% | +78.2% | +65.2% |
| All | +459.5% | +189.7% | +269.8% | +247.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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