+37,317.1%
VLO vs AJG
+11,290.2%
+26,027.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +4.0% | -8.5% | +12.5% | +7.0% |
| 30D | +19.0% | -3.8% | +22.8% | +20.2% |
| 3M | +50.0% | +10.8% | +39.2% | +43.9% |
| 6M | +79.1% | +15.6% | +63.5% | +68.6% |
| YTD | +140.3% | -5.1% | +145.4% | +141.0% |
| 1Y | +148.3% | -16.0% | +164.4% | +158.8% |
| 3Y | +194.6% | +9.7% | +184.9% | +175.3% |
| 5Y | +609.6% | +77.8% | +531.8% | +453.5% |
| 10Y | +929.5% | +478.2% | +451.2% | +464.1% |
| All | +37,317.1% | +11,290.2% | +26,027.0% | +12,903.2% |
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 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