+40.9%
VSH vs AJG
+8.2%
+32.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.2% | +7.4% | +5.8% |
| 7D | +4.8% | -8.3% | +13.0% | +2.1% |
| 30D | -0.7% | -5.7% | +5.0% | -2.2% |
| 3M | -43.1% | +9.1% | -52.1% | -42.4% |
| 6M | +91.8% | +15.2% | +76.6% | +94.8% |
| YTD | +131.6% | -6.3% | +137.9% | +139.3% |
| 1Y | +118.1% | -19.1% | +137.2% | +129.4% |
| 3Y | +40.9% | +8.2% | +32.7% | +43.1% |
| All | +40.9% | +8.2% | +32.7% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling