+12,040.8%
AJG vs EXPD
+30,859.1%
-18,818.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | -1.8% | -1.1% | -0.7% | -1.6% |
| 30D | +4.6% | +4.1% | +0.6% | +3.9% |
| 3M | +24.9% | +17.9% | +7.0% | +21.2% |
| 6M | +17.2% | +29.2% | -12.0% | +11.7% |
| YTD | +2.2% | +27.4% | -25.2% | -2.7% |
| 1Y | -11.5% | +56.8% | -68.3% | -18.9% |
| 3Y | +16.7% | +68.0% | -51.3% | +4.7% |
| 5Y | +89.6% | +61.9% | +27.8% | +69.9% |
| 10Y | +512.4% | +316.0% | +196.4% | +368.5% |
| All | +12,040.8% | +30,859.1% | -18,818.3% | +6,265.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling