+33.8%
VWO vs AJG
+74.4%
-40.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.8% |
| 7D | -1.8% | -8.3% | +6.5% | -0.8% |
| 30D | -0.1% | -5.7% | +5.6% | +0.5% |
| 3M | +2.2% | +9.1% | -6.8% | +0.6% |
| 6M | +8.8% | +15.2% | -6.5% | +5.9% |
| YTD | +12.4% | -6.3% | +18.7% | +13.4% |
| 1Y | +15.6% | -19.1% | +34.7% | +20.1% |
| 3Y | +62.5% | +8.2% | +54.3% | +53.6% |
| All | +33.8% | +74.4% | -40.5% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling