+6,516.0%
AXP vs AJG
+13,145.4%
-6,629.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | -0.2% |
| 7D | -0.1% | +0.5% | -0.6% | -0.4% |
| 30D | +4.4% | +19.4% | -14.9% | -4.3% |
| 3M | -6.4% | +11.9% | -18.3% | -11.9% |
| 6M | +4.2% | +48.3% | -44.1% | -15.2% |
| YTD | -12.4% | +10.3% | -22.7% | -18.6% |
| 1Y | -11.1% | +11.5% | -22.6% | -18.0% |
| 3Y | +114.9% | +17.5% | +97.3% | +88.7% |
| 5Y | +87.4% | +79.8% | +7.6% | +32.7% |
| 10Y | +420.8% | +541.5% | -120.7% | +108.6% |
| All | +6,516.0% | +13,145.4% | -6,629.4% | +1,140.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling