+75.2%
AJG vs ALM
+839.2%
-764.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | -1.2% |
| 7D | -8.3% | -11.8% | +3.6% | -8.2% |
| 30D | -5.7% | +7.8% | -13.5% | -5.8% |
| 3M | +9.1% | -9.3% | +18.3% | +9.2% |
| 6M | +15.2% | -30.5% | +45.7% | +15.6% |
| YTD | -6.3% | +75.8% | -82.1% | -8.2% |
| 1Y | -19.1% | +241.2% | -260.3% | -22.2% |
| 3Y | +8.2% | +1,872.6% | -1,864.4% | -1.8% |
| All | +75.2% | +839.2% | -764.0% | +60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling