+120.6%
VLO vs AJG
+19.3%
+101.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.5% | -11.2% | -5.9% |
| 7D | -6.0% | +10.7% | -16.7% | -6.5% |
| 30D | -12.9% | +26.9% | -39.8% | -14.0% |
| 3M | +18.3% | +16.6% | +1.8% | +17.1% |
| 6M | +46.4% | +40.1% | +6.3% | +41.6% |
| YTD | +127.7% | +12.4% | +115.3% | +130.0% |
| 1Y | +120.6% | +15.9% | +104.7% | +125.2% |
| All | +120.6% | +19.3% | +101.3% | +125.2% |
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