+7.2%
VNQ vs AJG
+74.4%
-67.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +2.0% | +1.1% |
| 7D | -1.3% | -8.3% | +7.0% | +1.4% |
| 30D | -2.6% | -5.7% | +3.1% | -0.9% |
| 3M | -2.0% | +9.1% | -11.1% | -5.3% |
| 6M | +4.3% | +15.2% | -10.9% | -1.5% |
| YTD | +9.2% | -6.3% | +15.5% | +10.9% |
| 1Y | +5.6% | -19.1% | +24.7% | +13.5% |
| 3Y | +30.8% | +8.2% | +22.6% | +19.8% |
| All | +7.2% | +74.4% | -67.1% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling