+1,734.4%
AJG vs VT
+357.8%
+1,376.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.3% |
| 7D | -3.8% | +2.9% | -6.6% | -5.4% |
| 30D | +19.1% | -2.5% | +21.6% | +20.6% |
| 3M | +8.8% | -3.3% | +12.2% | +10.7% |
| 6M | +41.3% | +1.5% | +39.8% | +38.7% |
| YTD | +8.1% | +11.4% | -3.2% | -0.4% |
| 1Y | +9.6% | +11.9% | -2.3% | +0.6% |
| 3Y | +15.0% | +73.9% | -58.9% | -21.4% |
| 5Y | +76.2% | +57.9% | +18.3% | +27.7% |
| 10Y | +528.7% | +222.6% | +306.0% | +199.1% |
| All | +1,734.4% | +357.8% | +1,376.5% | +672.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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