-11.5%
AJG vs VFC
-6.8%
-4.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.8% | -1.6% |
| 7D | -1.8% | -1.6% | -0.2% | -1.7% |
| 30D | +4.6% | -11.6% | +16.3% | +5.3% |
| 3M | +24.9% | -18.1% | +43.0% | +25.7% |
| 6M | +17.2% | -27.4% | +44.5% | +18.5% |
| YTD | +2.2% | -24.8% | +27.0% | +2.5% |
| 1Y | -11.5% | -8.2% | -3.3% | -12.4% |
| All | -11.5% | -6.8% | -4.7% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling