+950.8%
VTI vs AJG
+1,743.8%
-793.0%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +1.3% |
| 7D | -0.9% | -8.3% | +7.4% | +2.6% |
| 30D | -1.4% | -5.7% | +4.2% | +0.7% |
| 3M | +3.6% | +9.1% | -5.5% | -1.1% |
| 6M | +13.6% | +15.2% | -1.6% | +5.4% |
| YTD | +12.9% | -6.3% | +19.2% | +13.5% |
| 1Y | +17.2% | -19.1% | +36.3% | +24.8% |
| 3Y | +75.7% | +8.2% | +67.5% | +61.1% |
| 5Y | +75.4% | +75.6% | -0.2% | +28.7% |
| 10Y | +303.3% | +471.1% | -167.8% | +79.2% |
| All | +950.8% | +1,743.8% | -793.0% | +212.8% |
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