+75.2%
AJG vs XME
+162.6%
-87.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -8.3% | -4.2% | -4.1% | -7.8% |
| 30D | -5.7% | -2.7% | -3.0% | -5.5% |
| 3M | +9.1% | -3.9% | +13.0% | +9.5% |
| 6M | +15.2% | -1.0% | +16.2% | +14.5% |
| YTD | -6.3% | +9.8% | -16.1% | -9.2% |
| 1Y | -19.1% | +32.5% | -51.7% | -24.9% |
| 3Y | +8.2% | +124.3% | -116.1% | -12.7% |
| All | +75.2% | +162.6% | -87.4% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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