+89.6%
VRT vs AJG
-17.2%
+106.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +2.6% |
| 7D | -8.4% | -8.3% | -0.1% | -14.7% |
| 30D | -10.9% | -5.7% | -5.2% | -14.6% |
| 3M | -13.7% | +9.1% | -22.8% | -4.9% |
| 6M | -4.1% | +15.2% | -19.3% | +11.2% |
| YTD | +58.7% | -6.3% | +65.0% | +65.6% |
| 1Y | +89.6% | -19.1% | +108.7% | +94.1% |
| All | +89.6% | -17.2% | +106.8% | +94.1% |
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