+1,531.5%
AJG vs VCLT
+100.6%
+1,430.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | -8.5% | -1.3% | -7.2% | -8.4% |
| 30D | -3.8% | -1.1% | -2.6% | -3.6% |
| 3M | +10.8% | -3.7% | +14.5% | +11.4% |
| 6M | +15.6% | -4.0% | +19.6% | +16.2% |
| YTD | -5.1% | -3.4% | -1.7% | -4.7% |
| 1Y | -16.0% | -4.1% | -11.9% | -15.6% |
| 3Y | +9.7% | +11.0% | -1.2% | +7.9% |
| 5Y | +77.8% | -17.0% | +94.8% | +79.1% |
| 10Y | +478.2% | +16.7% | +461.5% | +505.1% |
| All | +1,531.5% | +100.6% | +1,430.9% | +2,077.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling