+407.0%
AXP vs AJG
+538.5%
-131.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | -0.5% |
| 7D | -0.1% | +0.5% | -0.6% | -0.4% |
| 30D | +4.4% | +19.4% | -14.9% | -7.0% |
| 3M | -6.4% | +11.9% | -18.3% | -13.6% |
| 6M | +4.2% | +48.3% | -44.1% | -21.5% |
| YTD | -12.4% | +10.3% | -22.7% | -20.5% |
| 1Y | -11.1% | +11.5% | -22.6% | -20.2% |
| 3Y | +114.9% | +17.5% | +97.3% | +74.8% |
| 5Y | +87.4% | +79.8% | +7.6% | +3.3% |
| All | +407.0% | +538.5% | -131.5% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 10y: compounded portfolio wealth divided by compounded AJG 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…
10y analysis · Full analysis span regression · 6 months rolling