+11,175.1%
AJG vs VFC
+786.8%
+10,388.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | 0.0% |
| 7D | -8.5% | -4.0% | -4.6% | -7.9% |
| 30D | -3.8% | -14.6% | +10.8% | -1.1% |
| 3M | +10.8% | -23.1% | +33.9% | +15.3% |
| 6M | +15.6% | -25.2% | +40.8% | +20.2% |
| YTD | -5.1% | -29.5% | +24.3% | -0.7% |
| 1Y | -16.0% | -14.4% | -1.7% | -15.8% |
| 3Y | +9.7% | -28.7% | +38.5% | +3.2% |
| 5Y | +77.8% | -79.1% | +157.0% | +115.4% |
| 10Y | +478.2% | -69.4% | +547.7% | +516.0% |
| All | +11,175.1% | +786.8% | +10,388.3% | +6,932.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling