+91.1%
EXE vs AJG
+74.4%
+16.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.8% |
| 7D | -3.1% | -8.3% | +5.1% | -1.0% |
| 30D | -0.9% | -5.7% | +4.8% | +0.5% |
| 3M | +9.6% | +9.1% | +0.5% | +6.2% |
| 6M | -11.6% | +15.2% | -26.8% | -16.0% |
| YTD | -12.6% | -6.3% | -6.3% | -11.6% |
| 1Y | +1.2% | -19.1% | +20.3% | +7.2% |
| 3Y | +18.0% | +8.2% | +9.8% | +10.7% |
| All | +91.1% | +74.4% | +16.7% | +58.2% |
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