+177.2%
FDX vs AJG
+473.1%
-295.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 7D | -3.3% | -8.3% | +5.0% | +0.3% |
| 30D | -4.5% | -5.7% | +1.2% | -2.2% |
| 3M | -7.3% | +9.1% | -16.4% | -11.7% |
| 6M | +7.5% | +15.2% | -7.7% | -0.7% |
| YTD | +35.1% | -6.3% | +41.4% | +36.5% |
| 1Y | +71.4% | -19.1% | +90.5% | +85.3% |
| 3Y | +60.8% | +8.2% | +52.6% | +44.6% |
| 5Y | +65.5% | +75.6% | -10.2% | +10.5% |
| All | +177.2% | +473.1% | -295.9% | -2.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling