+48.3%
AJG vs EXPD
+26.2%
+22.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.5% | +2.1% |
| 7D | +0.5% | +5.5% | -5.0% | +0.2% |
| 30D | +19.4% | -0.8% | +20.2% | +18.9% |
| 3M | +11.9% | +4.1% | +7.8% | +11.0% |
| 6M | +48.3% | +25.7% | +22.6% | +48.5% |
| All | +48.3% | +26.2% | +22.0% | +48.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling