+76.9%
AJG vs EXPD
+61.0%
+15.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.1% | -3.1% |
| 7D | -7.4% | +1.2% | -8.5% | -7.6% |
| 30D | -3.0% | +5.2% | -8.2% | -4.1% |
| 3M | +12.8% | +13.2% | -0.4% | +9.6% |
| 6M | +12.8% | +30.3% | -17.5% | +5.9% |
| YTD | -4.7% | +27.0% | -31.8% | -10.5% |
| 1Y | -17.2% | +57.3% | -74.5% | -26.5% |
| 3Y | +10.2% | +70.0% | -59.8% | -6.2% |
| 5Y | +76.9% | +61.6% | +15.3% | +51.0% |
| All | +76.9% | +61.0% | +15.9% | +51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling