-20.9%
VST vs AJG
-12.9%
-8.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +2.9% |
| 7D | +8.9% | -1.8% | +10.7% | +8.1% |
| 30D | +6.2% | +4.6% | +1.6% | +8.3% |
| 3M | -2.7% | +24.9% | -27.6% | +6.3% |
| 6M | -8.4% | +17.2% | -25.5% | -1.3% |
| YTD | -7.2% | +2.2% | -9.4% | -5.1% |
| 1Y | -20.9% | -11.5% | -9.4% | -27.2% |
| All | -20.9% | -12.9% | -8.0% | -27.2% |
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 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