+75.2%
AJG vs VSXY
+22.6%
+52.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -1.3% |
| 7D | -8.3% | +0.1% | -8.4% | -8.3% |
| 30D | -5.7% | -18.7% | +13.0% | -5.1% |
| 3M | +9.1% | -4.0% | +13.1% | +9.1% |
| 6M | +15.2% | +67.5% | -52.3% | +12.3% |
| YTD | -6.3% | +39.7% | -45.9% | -8.1% |
| 1Y | -19.1% | +180.0% | -199.1% | -23.3% |
| 3Y | +8.2% | +337.3% | -329.1% | -4.7% |
| All | +75.2% | +22.6% | +52.6% | +76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling