+124.8%
VGT vs AJG
+8.2%
+116.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.1% |
| 7D | -0.2% | -8.3% | +8.1% | -0.6% |
| 30D | -0.4% | -5.7% | +5.2% | -0.7% |
| 3M | +4.4% | +9.1% | -4.7% | +4.2% |
| 6M | +32.1% | +15.2% | +16.9% | +31.6% |
| YTD | +28.8% | -6.3% | +35.1% | +29.9% |
| 1Y | +35.3% | -19.1% | +54.5% | +39.3% |
| 3Y | +124.8% | +8.2% | +116.5% | +114.3% |
| All | +124.8% | +8.2% | +116.6% | +114.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling