+587.3%
AJG vs VTEB
+25.5%
+561.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.5% |
| 7D | -8.3% | -0.9% | -7.4% | -7.5% |
| 30D | -5.7% | -2.5% | -3.2% | -3.6% |
| 3M | +9.1% | -3.0% | +12.0% | +11.9% |
| 6M | +15.2% | -2.1% | +17.3% | +17.3% |
| YTD | -6.3% | -1.5% | -4.8% | -5.1% |
| 1Y | -19.1% | +0.2% | -19.3% | -19.2% |
| 3Y | +8.2% | +8.6% | -0.3% | +0.1% |
| 5Y | +75.6% | +1.2% | +74.4% | +74.2% |
| 10Y | +471.1% | +18.1% | +453.0% | +503.2% |
| All | +587.3% | +25.5% | +561.8% | +686.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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