-19.1%
AJG vs ALM
+247.3%
-266.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | -1.4% |
| 7D | -8.3% | -11.8% | +3.6% | -8.6% |
| 30D | -5.7% | +7.8% | -13.5% | -5.3% |
| 3M | +9.1% | -9.3% | +18.3% | +9.5% |
| 6M | +15.2% | -30.5% | +45.7% | +15.7% |
| YTD | -6.3% | +75.8% | -82.1% | -7.3% |
| 1Y | -19.1% | +241.2% | -260.3% | -16.7% |
| All | -19.1% | +247.3% | -266.4% | -16.7% |
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