+715.9%
VTV vs AJG
+1,403.2%
-687.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +2.0% | +1.3% |
| 7D | -1.1% | -8.3% | +7.2% | +2.8% |
| 30D | -1.0% | -5.7% | +4.6% | +1.4% |
| 3M | +4.6% | +9.1% | -4.4% | -0.5% |
| 6M | +13.5% | +15.2% | -1.7% | +4.4% |
| YTD | +18.5% | -6.3% | +24.8% | +19.4% |
| 1Y | +22.9% | -19.1% | +42.0% | +32.3% |
| 3Y | +67.8% | +8.2% | +59.6% | +52.7% |
| 5Y | +81.8% | +75.6% | +6.2% | +26.9% |
| 10Y | +233.0% | +471.1% | -238.1% | +26.9% |
| All | +715.9% | +1,403.2% | -687.2% | +90.7% |
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 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