+80.3%
AJG vs VSXY
+37.5%
+42.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.5% |
| YTD | -6.3% | +39.7% | -45.9% | -8.0% |
| 1Y | -19.1% | +180.0% | -199.1% | -23.0% |
| 3Y | +8.2% | +337.3% | -329.1% | -3.3% |
| 5Y | +75.6% | +22.7% | +53.0% | +70.3% |
| All | +80.3% | +37.5% | +42.7% | +75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling