+221.6%
VT vs AJG
+480.2%
-258.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -2.0% | -8.5% | +6.5% | +1.4% |
| 30D | -1.4% | -3.8% | +2.3% | -0.1% |
| 3M | +4.7% | +10.8% | -6.1% | -0.7% |
| 6M | +11.4% | +15.6% | -4.3% | +3.1% |
| YTD | +13.1% | -5.1% | +18.2% | +13.4% |
| 1Y | +19.0% | -16.0% | +35.1% | +25.6% |
| 3Y | +73.9% | +9.7% | +64.2% | +55.4% |
| 5Y | +65.4% | +77.8% | -12.4% | +11.1% |
| All | +221.6% | +480.2% | -258.6% | +24.3% |
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