-38.0%
VG vs AJG
-10.8%
-27.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.0% | +6.2% | +2.9% |
| 7D | -2.5% | -3.8% | +1.3% | -1.9% |
| 30D | +11.1% | +1.6% | +9.5% | +10.5% |
| 3M | +14.9% | +18.6% | -3.8% | +9.5% |
| 6M | +18.4% | +10.9% | +7.5% | +15.0% |
| YTD | +116.6% | -2.0% | +118.5% | +116.4% |
| 1Y | +9.4% | -14.9% | +24.3% | +12.5% |
| All | -38.0% | -10.8% | -27.3% | -19.4% |
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