-16.0%
AJG vs EXPD
+59.0%
-75.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -8.5% | +1.2% | -9.7% | -8.7% |
| 30D | -3.8% | +6.8% | -10.6% | -4.7% |
| 3M | +10.8% | +14.9% | -4.1% | +8.6% |
| 6M | +15.6% | +34.6% | -19.0% | +10.5% |
| YTD | -5.1% | +27.7% | -32.8% | -9.4% |
| 1Y | -16.0% | +57.7% | -73.7% | -24.0% |
| All | -16.0% | +59.0% | -75.0% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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