+1,075.1%
VST vs AJG
+554.0%
+521.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.2% | -1.7% |
| 7D | +6.6% | +0.5% | +6.1% | +6.4% |
| 30D | -12.4% | +19.4% | -31.7% | -17.8% |
| 3M | -9.0% | +11.9% | -20.9% | -13.3% |
| 6M | -6.4% | +48.3% | -54.7% | -21.3% |
| YTD | -17.2% | +10.3% | -27.5% | -22.3% |
| 1Y | -22.0% | +11.5% | -33.5% | -27.3% |
| 3Y | +296.7% | +17.5% | +279.1% | +245.2% |
| 5Y | +637.6% | +79.8% | +557.8% | +399.8% |
| 10Y | +1,138.2% | +541.5% | +596.7% | +357.1% |
| All | +1,075.1% | +554.0% | +521.0% | +331.8% |
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