+297.8%
VTI vs AJG
+473.1%
-175.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +1.4% |
| 7D | -0.9% | -8.3% | +7.4% | +2.8% |
| 30D | -1.4% | -5.7% | +4.2% | +0.8% |
| 3M | +3.6% | +9.1% | -5.5% | -1.6% |
| 6M | +13.6% | +15.2% | -1.6% | +4.5% |
| YTD | +12.9% | -6.3% | +19.2% | +13.9% |
| 1Y | +17.2% | -19.1% | +36.3% | +26.6% |
| 3Y | +75.7% | +8.2% | +67.5% | +56.2% |
| 5Y | +75.4% | +75.6% | -0.2% | +14.9% |
| All | +297.8% | +473.1% | -175.3% | +41.9% |
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 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