+1,416.4%
AJG vs VEU
+185.0%
+1,231.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.3% |
| 7D | -8.5% | -1.9% | -6.6% | -7.6% |
| 30D | -3.8% | -0.7% | -3.0% | -3.4% |
| 3M | +10.8% | +4.9% | +6.0% | +7.5% |
| 6M | +15.6% | +9.8% | +5.8% | +8.8% |
| YTD | -5.1% | +15.3% | -20.4% | -13.3% |
| 1Y | -16.0% | +23.0% | -39.1% | -26.0% |
| 3Y | +9.7% | +73.5% | -63.7% | -20.4% |
| 5Y | +77.8% | +54.5% | +23.3% | +36.8% |
| 10Y | +478.2% | +150.4% | +327.8% | +247.7% |
| All | +1,416.4% | +185.0% | +1,231.4% | +710.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling