+1,531.0%
AJG vs VIG
+610.7%
+920.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | 0.0% |
| 7D | -8.5% | -2.2% | -6.3% | -6.8% |
| 30D | -3.8% | -3.2% | -0.5% | -1.1% |
| 3M | +10.8% | +3.0% | +7.8% | +8.1% |
| 6M | +15.6% | +8.1% | +7.5% | +8.2% |
| YTD | -5.1% | +9.1% | -14.2% | -11.9% |
| 1Y | -16.0% | +12.6% | -28.6% | -24.1% |
| 3Y | +9.7% | +55.4% | -45.6% | -24.7% |
| 5Y | +77.8% | +62.8% | +15.0% | +17.9% |
| 10Y | +478.2% | +246.6% | +231.6% | +114.0% |
| All | +1,531.0% | +610.7% | +920.3% | +278.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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