-11.5%
AJG vs ALM
+318.3%
-329.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.5% |
| 7D | -1.8% | -2.6% | +0.8% | -1.9% |
| 30D | +4.6% | +32.0% | -27.4% | +5.7% |
| 3M | +24.9% | -15.0% | +40.0% | +25.8% |
| 6M | +17.2% | -10.1% | +27.3% | +17.9% |
| YTD | +2.2% | +99.4% | -97.3% | +1.3% |
| 1Y | -11.5% | +316.4% | -327.9% | -10.7% |
| All | -11.5% | +318.3% | -329.8% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling