+3.6%
EXE vs AJG
-12.9%
+16.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.0% |
| 7D | -0.3% | -1.8% | +1.6% | -0.1% |
| 30D | +8.5% | +4.6% | +3.8% | +8.0% |
| 3M | +5.5% | +24.9% | -19.5% | +2.9% |
| 6M | -5.9% | +17.2% | -23.1% | -7.5% |
| YTD | -9.7% | +2.2% | -11.9% | -10.2% |
| 1Y | +3.6% | -11.5% | +15.1% | +7.6% |
| All | +3.6% | -12.9% | +16.5% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling