+66.6%
VT vs AJG
+84.4%
-17.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +0.4% |
| 7D | +1.0% | -3.8% | +4.8% | +1.9% |
| 30D | -0.2% | +1.6% | -1.8% | -0.7% |
| 3M | +4.5% | +18.6% | -14.1% | -0.7% |
| 6M | +14.1% | +10.9% | +3.2% | +10.2% |
| YTD | +14.8% | -2.0% | +16.7% | +14.9% |
| 1Y | +21.2% | -14.9% | +36.1% | +27.3% |
| 3Y | +76.6% | +13.4% | +63.1% | +59.0% |
| 5Y | +66.6% | +83.2% | -16.6% | +13.4% |
| All | +66.6% | +84.4% | -17.8% | +13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling