+8.2%
AJG vs VCLT
+11.4%
-3.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.2% |
| 7D | -8.3% | -1.4% | -6.9% | -8.1% |
| 30D | -5.7% | -1.2% | -4.5% | -5.5% |
| 3M | +9.1% | -4.8% | +13.9% | +9.8% |
| 6M | +15.2% | -2.6% | +17.8% | +15.5% |
| YTD | -6.3% | -3.3% | -3.0% | -5.9% |
| 1Y | -19.1% | -4.8% | -14.3% | -18.6% |
| 3Y | +8.2% | +11.5% | -3.3% | +5.7% |
| All | +8.2% | +11.4% | -3.1% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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