+799.9%
EXPE vs AJG
+1,552.1%
-752.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.7% | +2.2% |
| 7D | -5.8% | -8.3% | +2.5% | -0.7% |
| 30D | -13.6% | -5.7% | -7.9% | -10.4% |
| 3M | +25.2% | +9.1% | +16.1% | +18.8% |
| 6M | +22.3% | +15.2% | +7.1% | +12.0% |
| YTD | -0.3% | -6.3% | +6.0% | +2.2% |
| 1Y | +27.8% | -19.1% | +46.9% | +42.1% |
| 3Y | +162.4% | +8.2% | +154.2% | +136.4% |
| 5Y | +95.8% | +75.6% | +20.2% | +28.2% |
| 10Y | +165.8% | +471.1% | -305.3% | -14.8% |
| All | +799.9% | +1,552.1% | -752.2% | +58.1% |
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