+458.4%
AXP vs AJG
+480.2%
-21.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -2.8% | -8.5% | +5.8% | +2.8% |
| 30D | -5.9% | -3.8% | -2.1% | -3.9% |
| 3M | +2.6% | +10.8% | -8.2% | -5.6% |
| 6M | +6.4% | +15.6% | -9.2% | -5.6% |
| YTD | -12.6% | -5.1% | -7.5% | -12.2% |
| 1Y | +0.2% | -16.0% | +16.3% | +9.0% |
| 3Y | +110.9% | +9.7% | +101.2% | +77.3% |
| 5Y | +114.7% | +77.8% | +36.9% | +15.7% |
| All | +458.4% | +480.2% | -21.8% | +38.0% |
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