+98.0%
VCIT vs AJG
+1,662.2%
-1,564.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | -0.3% | -1.8% | +1.5% | -0.3% |
| 30D | -0.8% | +4.6% | -5.4% | -0.9% |
| 3M | -1.0% | +24.9% | -25.9% | -1.5% |
| 6M | -1.8% | +17.2% | -19.0% | -2.2% |
| YTD | -0.7% | +2.2% | -2.9% | -0.8% |
| 1Y | +1.0% | -11.5% | +12.5% | +1.2% |
| 3Y | +18.8% | +16.7% | +2.1% | +18.2% |
| 5Y | +3.5% | +89.6% | -86.1% | +1.7% |
| 10Y | +29.2% | +512.4% | -483.2% | +28.6% |
| All | +98.0% | +1,662.2% | -1,564.2% | +106.8% |
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