+13,011.6%
AJG vs EXPD
+31,843.0%
-18,831.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.5% | +2.1% |
| 7D | +0.5% | +5.5% | -5.0% | -0.5% |
| 30D | +19.4% | -0.8% | +20.2% | +19.4% |
| 3M | +11.9% | +4.1% | +7.8% | +11.0% |
| 6M | +48.3% | +25.7% | +22.6% | +42.0% |
| YTD | +10.3% | +31.4% | -21.1% | +4.4% |
| 1Y | +11.5% | +42.2% | -30.7% | +4.0% |
| 3Y | +17.5% | +77.2% | -59.6% | +4.4% |
| 5Y | +79.8% | +61.0% | +18.8% | +61.2% |
| 10Y | +541.5% | +334.8% | +206.7% | +386.6% |
| All | +13,011.6% | +31,843.0% | -18,831.4% | +6,728.3% |
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 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