+10.0%
AJG vs EXPD
+69.2%
-59.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.1% | -3.0% |
| 7D | -7.4% | +1.2% | -8.5% | -7.5% |
| 30D | -3.0% | +5.2% | -8.2% | -3.6% |
| 3M | +12.8% | +13.2% | -0.4% | +10.9% |
| 6M | +12.8% | +30.3% | -17.5% | +8.8% |
| YTD | -4.7% | +27.0% | -31.8% | -8.2% |
| 1Y | -17.2% | +57.3% | -74.5% | -22.7% |
| All | +10.0% | +69.2% | -59.2% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling