+543.1%
VEEV vs AJG
+473.1%
+70.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +1.1% |
| 7D | -4.6% | -8.3% | +3.7% | -0.7% |
| 30D | +8.6% | -5.7% | +14.3% | +11.4% |
| 3M | +62.4% | +9.1% | +53.3% | +55.6% |
| 6M | +40.3% | +15.2% | +25.0% | +30.8% |
| YTD | +17.5% | -6.3% | +23.8% | +19.8% |
| 1Y | -6.1% | -19.1% | +13.0% | +2.0% |
| 3Y | +16.7% | +8.2% | +8.4% | +5.3% |
| 5Y | -13.3% | +75.6% | -89.0% | -40.5% |
| All | +543.1% | +473.1% | +70.0% | +113.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling