+12,749.3%
AJG vs EXPD
+31,985.6%
-19,236.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.2% | -1.8% |
| 7D | -3.8% | +3.6% | -7.4% | -4.4% |
| 30D | +19.1% | +0.3% | +18.8% | +18.9% |
| 3M | +8.8% | +6.1% | +2.8% | +7.6% |
| 6M | +41.3% | +27.4% | +14.0% | +35.1% |
| YTD | +8.1% | +32.0% | -23.9% | +2.2% |
| 1Y | +9.6% | +40.5% | -30.9% | +2.5% |
| 3Y | +15.0% | +75.7% | -60.7% | +2.3% |
| 5Y | +76.2% | +61.7% | +14.5% | +57.8% |
| 10Y | +528.7% | +336.8% | +191.9% | +376.5% |
| All | +12,749.3% | +31,985.6% | -19,236.3% | +6,586.6% |
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