+10.6%
VGT vs AJG
+16.2%
-5.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.1% | -7.3% | -7.4% |
| 7D | -12.4% | +7.4% | -19.8% | -10.6% |
| 30D | -17.5% | +25.3% | -42.9% | -12.1% |
| 3M | -10.5% | +15.1% | -25.5% | -6.5% |
| 6M | +0.5% | +40.8% | -40.4% | +9.1% |
| YTD | +14.0% | +12.3% | +1.7% | +19.9% |
| 1Y | +10.6% | +17.5% | -6.9% | +17.7% |
| All | +10.6% | +16.2% | -5.6% | +17.7% |
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 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