+52.0%
V vs AJG
+9.5%
+42.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.1% |
| 7D | -3.0% | -8.5% | +5.5% | 0.0% |
| 30D | +1.2% | -3.8% | +5.0% | +2.5% |
| 3M | +13.9% | +10.8% | +3.1% | +9.6% |
| 6M | +17.2% | +15.6% | +1.6% | +10.9% |
| YTD | +5.3% | -5.1% | +10.5% | +6.6% |
| 1Y | +9.5% | -16.0% | +25.5% | +15.8% |
| All | +52.0% | +9.5% | +42.4% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 3y: compounded portfolio wealth divided by compounded AJG 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…
3y analysis · Full analysis span regression · 6 months rolling