+162.4%
EXPE vs AJG
+8.2%
+154.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.7% | +1.9% |
| 7D | -5.8% | -8.3% | +2.5% | -2.7% |
| 30D | -13.6% | -5.7% | -7.9% | -11.6% |
| 3M | +25.2% | +9.1% | +16.1% | +22.4% |
| 6M | +22.3% | +15.2% | +7.1% | +17.7% |
| YTD | -0.3% | -6.3% | +6.0% | +0.9% |
| 1Y | +27.8% | -19.1% | +46.9% | +34.2% |
| 3Y | +162.4% | +8.2% | +154.2% | +157.0% |
| All | +162.4% | +8.2% | +154.3% | +157.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling