+924.9%
VLO vs AJG
+473.1%
+451.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.9% |
| 7D | +5.3% | -8.3% | +13.6% | +9.7% |
| 30D | +18.2% | -5.7% | +23.9% | +21.2% |
| 3M | +53.3% | +9.1% | +44.3% | +44.7% |
| 6M | +70.4% | +15.2% | +55.2% | +54.9% |
| YTD | +143.4% | -6.3% | +149.7% | +146.2% |
| 1Y | +153.0% | -19.1% | +172.1% | +176.9% |
| 3Y | +195.0% | +8.2% | +186.7% | +157.1% |
| 5Y | +618.8% | +75.6% | +543.1% | +322.4% |
| All | +924.9% | +473.1% | +451.8% | +189.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling