-33.5%
VG vs AJG
-14.7%
-18.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.2% | +2.1% |
| 7D | +9.6% | -8.3% | +17.8% | +11.2% |
| 30D | +15.2% | -5.7% | +20.8% | +16.1% |
| 3M | +24.1% | +9.1% | +15.0% | +20.4% |
| 6M | +27.2% | +15.2% | +11.9% | +21.3% |
| YTD | +132.3% | -6.3% | +138.6% | +133.9% |
| 1Y | +15.7% | -19.1% | +34.8% | +20.1% |
| All | -33.5% | -14.7% | -18.8% | -12.8% |
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 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