+8.2%
AJG vs EXEL
+154.7%
-146.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -1.1% |
| 7D | -8.3% | -4.9% | -3.4% | -7.9% |
| 30D | -5.7% | +11.4% | -17.1% | -6.4% |
| 3M | +9.1% | +4.9% | +4.2% | +8.7% |
| 6M | +15.2% | +34.4% | -19.2% | +12.6% |
| YTD | -6.3% | +28.0% | -34.3% | -8.2% |
| 1Y | -19.1% | +43.6% | -62.8% | -21.8% |
| 3Y | +8.2% | +155.2% | -147.0% | +3.5% |
| All | +8.2% | +154.7% | -146.5% | +3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling