+117.4%
AXP vs AJG
+82.7%
+34.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +1.6% |
| 7D | +0.6% | -3.8% | +4.4% | +2.1% |
| 30D | -4.3% | +1.6% | -6.0% | -5.1% |
| 3M | +4.7% | +18.6% | -13.9% | -3.4% |
| 6M | +9.0% | +10.9% | -1.9% | +3.1% |
| YTD | -11.1% | -2.0% | -9.2% | -11.4% |
| 1Y | +1.3% | -14.9% | +16.2% | +8.0% |
| 3Y | +114.5% | +13.4% | +101.1% | +86.9% |
| All | +117.4% | +82.7% | +34.7% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling