+377.4%
VT vs AJG
+1,622.8%
-1,245.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.7% |
| 7D | +0.4% | -1.8% | +2.3% | +1.3% |
| 30D | +1.0% | +4.6% | -3.7% | -1.3% |
| 3M | +2.4% | +24.9% | -22.5% | -8.8% |
| 6M | +12.0% | +17.2% | -5.2% | +2.0% |
| YTD | +15.3% | +2.2% | +13.2% | +11.5% |
| 1Y | +22.6% | -11.5% | +34.1% | +26.4% |
| 3Y | +74.7% | +16.7% | +58.0% | +51.7% |
| 5Y | +66.1% | +89.6% | -23.5% | +9.2% |
| 10Y | +225.0% | +512.4% | -287.4% | +10.8% |
| All | +377.4% | +1,622.8% | -1,245.3% | -5.5% |
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 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