-50.0%
VTRS vs AJG
+473.1%
-523.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.2% |
| 7D | -2.2% | -8.3% | +6.1% | +0.9% |
| 30D | +3.3% | -5.7% | +9.0% | +5.3% |
| 3M | +2.0% | +9.1% | -7.1% | -1.8% |
| 6M | +19.9% | +15.2% | +4.7% | +12.6% |
| YTD | +35.7% | -6.3% | +42.0% | +36.9% |
| 1Y | +68.1% | -19.1% | +87.2% | +80.0% |
| 3Y | +87.1% | +8.2% | +78.9% | +71.3% |
| 5Y | +47.6% | +75.6% | -28.0% | +4.2% |
| All | -50.0% | +473.1% | -523.1% | -79.1% |
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