+1,615.2%
AJG vs XME
+231.2%
+1,384.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | +0.4% |
| 7D | -8.5% | -3.0% | -5.5% | -7.9% |
| 30D | -3.8% | -2.6% | -1.2% | -3.4% |
| 3M | +10.8% | +2.2% | +8.7% | +9.6% |
| 6M | +15.6% | +0.7% | +14.9% | +13.9% |
| YTD | -5.1% | +10.9% | -16.0% | -9.0% |
| 1Y | -16.0% | +35.7% | -51.7% | -23.5% |
| 3Y | +9.7% | +127.1% | -117.4% | -12.7% |
| 5Y | +77.8% | +168.5% | -90.6% | +33.6% |
| 10Y | +478.2% | +416.9% | +61.3% | +257.8% |
| All | +1,615.2% | +231.2% | +1,384.0% | +902.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling