+8.2%
AJG vs VEU
+73.8%
-65.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.3% | -1.3% |
| 7D | -8.3% | -1.4% | -6.8% | -8.2% |
| 30D | -5.7% | -0.4% | -5.3% | -5.6% |
| 3M | +9.1% | +2.5% | +6.5% | +8.8% |
| 6M | +15.2% | +11.1% | +4.1% | +12.6% |
| YTD | -6.3% | +16.5% | -22.8% | -10.2% |
| 1Y | -19.1% | +22.9% | -42.0% | -24.0% |
| 3Y | +8.2% | +73.4% | -65.2% | -11.0% |
| All | +8.2% | +73.8% | -65.5% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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