-35.7%
VG vs AJG
-13.3%
-22.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.9% | +6.7% | +4.3% |
| 7D | +3.8% | -7.4% | +11.2% | +5.2% |
| 30D | +7.2% | -3.0% | +10.2% | +7.5% |
| 3M | +22.8% | +12.8% | +9.9% | +18.3% |
| 6M | +33.2% | +12.8% | +20.4% | +28.1% |
| YTD | +124.8% | -4.7% | +129.6% | +125.7% |
| 1Y | +15.8% | -17.2% | +33.0% | +19.7% |
| All | -35.7% | -13.3% | -22.4% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling