+8.2%
AJG vs VMC
+18.8%
-10.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | -8.3% | -3.8% | -4.5% | -7.6% |
| 30D | -5.7% | -9.7% | +4.0% | -3.9% |
| 3M | +9.1% | -9.6% | +18.7% | +10.9% |
| 6M | +15.2% | -4.8% | +20.0% | +15.5% |
| YTD | -6.3% | -10.9% | +4.6% | -5.6% |
| 1Y | -19.1% | -15.6% | -3.5% | -17.5% |
| 3Y | +8.2% | +19.3% | -11.1% | +1.5% |
| All | +8.2% | +18.8% | -10.5% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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