+459.5%
AJG vs EXEL
+375.2%
+84.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -1.0% |
| 7D | -8.3% | -4.9% | -3.4% | -7.8% |
| 30D | -5.7% | +11.4% | -17.1% | -6.7% |
| 3M | +9.1% | +4.9% | +4.2% | +8.4% |
| 6M | +15.2% | +34.4% | -19.2% | +11.3% |
| YTD | -6.3% | +28.0% | -34.3% | -9.2% |
| 1Y | -19.1% | +43.6% | -62.8% | -22.8% |
| 3Y | +8.2% | +155.2% | -147.0% | -4.0% |
| 5Y | +75.6% | +181.2% | -105.5% | +52.8% |
| All | +459.5% | +375.2% | +84.3% | +362.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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