+51.8%
VG vs AJG
+19.3%
+32.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +5.5% | -13.2% | -7.8% |
| 7D | -16.4% | +10.7% | -27.1% | -16.9% |
| 30D | -10.8% | +26.9% | -37.7% | -12.7% |
| 3M | -6.3% | +16.6% | -22.9% | -7.5% |
| 6M | -12.5% | +40.1% | -52.6% | -18.8% |
| YTD | +76.9% | +12.4% | +64.5% | +81.3% |
| 1Y | +51.8% | +15.9% | +35.9% | +52.0% |
| All | +51.8% | +19.3% | +32.5% | +52.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling