+27.9%
VTV vs AJG
+19.3%
+8.5%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.5% | -4.0% | +1.2% |
| 7D | +1.8% | +10.7% | -9.0% | +1.3% |
| 30D | +6.0% | +26.9% | -20.9% | +5.0% |
| 3M | +3.7% | +16.6% | -12.9% | +2.9% |
| 6M | +13.9% | +40.1% | -26.2% | +12.6% |
| YTD | +22.8% | +12.4% | +10.3% | +24.1% |
| 1Y | +27.9% | +15.9% | +12.0% | +28.7% |
| All | +27.9% | +19.3% | +8.5% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling