+386.3%
VNQ vs AJG
+1,304.7%
-918.4%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +2.0% | +1.5% |
| 7D | -1.3% | -8.3% | +7.0% | +4.1% |
| 30D | -2.6% | -5.7% | +3.1% | +0.7% |
| 3M | -2.0% | +9.1% | -11.1% | -8.5% |
| 6M | +4.3% | +15.2% | -10.9% | -6.9% |
| YTD | +9.2% | -6.3% | +15.5% | +10.2% |
| 1Y | +5.6% | -19.1% | +24.7% | +16.6% |
| 3Y | +30.8% | +8.2% | +22.6% | +14.1% |
| 5Y | +8.0% | +75.6% | -67.7% | -35.0% |
| 10Y | +63.7% | +471.1% | -407.4% | -60.7% |
| All | +386.3% | +1,304.7% | -918.4% | -49.6% |
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 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