+1,591.1%
AJG vs XPO
+9,736.1%
-8,145.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | -8.5% | -1.3% | -7.2% | -8.4% |
| 30D | -3.8% | -10.4% | +6.6% | -2.9% |
| 3M | +10.8% | -15.7% | +26.5% | +12.3% |
| 6M | +15.6% | -6.3% | +21.9% | +15.8% |
| YTD | -5.1% | +34.2% | -39.3% | -8.3% |
| 1Y | -16.0% | +39.9% | -56.0% | -19.3% |
| 3Y | +9.7% | +155.2% | -145.5% | -2.1% |
| 5Y | +77.8% | +264.7% | -186.9% | +50.7% |
| 10Y | +478.2% | +1,500.1% | -1,021.8% | +334.6% |
| All | +1,591.1% | +9,736.1% | -8,145.0% | +1,071.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling