+95.0%
VCIT vs AJG
+1,803.1%
-1,708.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.2% |
| 7D | -1.4% | +0.5% | -1.9% | -1.4% |
| 30D | +0.6% | +19.4% | -18.8% | +0.2% |
| 3M | -2.2% | +11.9% | -14.1% | -2.5% |
| 6M | -2.3% | +48.3% | -50.6% | -3.2% |
| YTD | -2.2% | +10.3% | -12.5% | -2.5% |
| 1Y | -1.4% | +11.5% | -12.9% | -1.7% |
| 3Y | +18.7% | +17.5% | +1.2% | +18.1% |
| 5Y | +3.6% | +79.8% | -76.2% | +1.8% |
| 10Y | +30.4% | +541.5% | -511.1% | +29.4% |
| All | +95.0% | +1,803.1% | -1,708.1% | +103.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling