+89.5%
AXP vs AJG
+84.4%
+5.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -2.9% | -2.2% | -0.6% | -2.0% |
| 30D | +3.7% | +20.6% | -16.8% | -3.7% |
| 3M | -4.9% | +11.5% | -16.4% | -9.2% |
| 6M | +4.1% | +42.9% | -38.8% | -11.3% |
| YTD | -11.7% | +10.0% | -21.6% | -16.0% |
| 1Y | -11.7% | +11.9% | -23.6% | -16.9% |
| 3Y | +116.5% | +16.9% | +99.6% | +90.9% |
| 5Y | +89.5% | +82.5% | +7.0% | +12.3% |
| All | +89.5% | +84.4% | +5.1% | +12.3% |
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