+1,216.9%
VST vs AJG
+505.6%
+711.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +4.0% |
| 7D | +8.9% | -1.8% | +10.7% | +9.6% |
| 30D | +6.2% | +4.6% | +1.6% | +4.4% |
| 3M | -2.7% | +24.9% | -27.6% | -11.8% |
| 6M | -8.4% | +17.2% | -25.5% | -15.4% |
| YTD | -7.2% | +2.2% | -9.4% | -9.8% |
| 1Y | -20.9% | -11.5% | -9.4% | -18.6% |
| 3Y | +384.0% | +16.7% | +367.3% | +319.1% |
| 5Y | +757.1% | +89.6% | +667.4% | +457.0% |
| All | +1,216.9% | +505.6% | +711.2% | +400.9% |
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