+169.7%
VEA vs AJG
+1,391.8%
-1,222.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.6% |
| 7D | -1.5% | -8.3% | +6.8% | +2.1% |
| 30D | -0.8% | -5.7% | +4.8% | +1.4% |
| 3M | +2.5% | +9.1% | -6.6% | -2.5% |
| 6M | +11.1% | +15.2% | -4.1% | +2.5% |
| YTD | +17.2% | -6.3% | +23.5% | +17.6% |
| 1Y | +24.5% | -19.1% | +43.6% | +32.9% |
| 3Y | +75.4% | +8.2% | +67.2% | +59.0% |
| 5Y | +61.1% | +75.6% | -14.5% | +12.9% |
| 10Y | +163.1% | +471.1% | -308.0% | -0.5% |
| All | +169.7% | +1,391.8% | -1,222.1% | -36.3% |
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