+2,263.5%
VGT vs AJG
+1,403.2%
+860.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.7% |
| 7D | -0.2% | -8.3% | +8.1% | +3.5% |
| 30D | -0.4% | -5.7% | +5.2% | +1.7% |
| 3M | +4.4% | +9.1% | -4.7% | -1.1% |
| 6M | +32.1% | +15.2% | +16.9% | +21.0% |
| YTD | +28.8% | -6.3% | +35.1% | +28.6% |
| 1Y | +35.3% | -19.1% | +54.5% | +43.8% |
| 3Y | +124.8% | +8.2% | +116.5% | +100.9% |
| 5Y | +137.9% | +75.6% | +62.3% | +66.1% |
| 10Y | +814.2% | +471.1% | +343.1% | +267.6% |
| All | +2,263.5% | +1,403.2% | +860.3% | +522.8% |
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 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