+1,197.0%
VST vs AJG
+462.4%
+734.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.5% |
| 7D | +2.0% | -8.5% | +10.5% | +5.0% |
| 30D | +1.5% | -3.8% | +5.2% | +2.5% |
| 3M | +6.3% | +10.8% | -4.5% | +0.6% |
| 6M | -10.3% | +15.6% | -25.9% | -17.2% |
| YTD | -8.6% | -5.1% | -3.5% | -9.0% |
| 1Y | -29.3% | -16.0% | -13.3% | -26.2% |
| 3Y | +344.9% | +9.7% | +335.2% | +292.2% |
| 5Y | +774.8% | +77.8% | +697.0% | +479.3% |
| All | +1,197.0% | +462.4% | +734.6% | +405.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling