+17.5%
AJG vs VSXY
+199.6%
-182.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | -0.1% |
| 7D | +7.4% | +7.2% | +0.2% | +7.5% |
| 30D | +25.3% | +24.9% | +0.4% | +25.6% |
| 3M | +15.1% | +18.3% | -3.2% | +15.4% |
| 6M | +40.8% | +109.4% | -68.6% | +40.3% |
| YTD | +12.3% | +96.3% | -83.9% | +12.5% |
| 1Y | +17.5% | +184.0% | -166.5% | +18.5% |
| All | +17.5% | +199.6% | -182.1% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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