+1,377.2%
AJG vs VYM
+488.1%
+889.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.8% |
| 7D | -8.3% | -0.8% | -7.5% | -7.7% |
| 30D | -5.7% | -2.2% | -3.4% | -4.0% |
| 3M | +9.1% | +3.1% | +6.0% | +6.5% |
| 6M | +15.2% | +9.7% | +5.5% | +6.8% |
| YTD | -6.3% | +14.9% | -21.2% | -16.4% |
| 1Y | -19.1% | +17.6% | -36.7% | -29.2% |
| 3Y | +8.2% | +65.3% | -57.1% | -28.6% |
| 5Y | +75.6% | +78.7% | -3.1% | +9.3% |
| 10Y | +471.1% | +208.2% | +262.9% | +133.5% |
| All | +1,377.2% | +488.1% | +889.1% | +265.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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