+75.2%
AJG vs XPO
+261.3%
-186.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -8.3% | -5.7% | -2.6% | -7.6% |
| 30D | -5.7% | -12.8% | +7.1% | -4.2% |
| 3M | +9.1% | -20.0% | +29.1% | +11.8% |
| 6M | +15.2% | -6.0% | +21.3% | +15.4% |
| YTD | -6.3% | +34.0% | -40.3% | -11.0% |
| 1Y | -19.1% | +35.6% | -54.7% | -23.6% |
| 3Y | +8.2% | +152.3% | -144.1% | -12.0% |
| All | +75.2% | +261.3% | -186.1% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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