+321.7%
VWO vs AJG
+1,432.1%
-1,110.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.2% |
| 7D | -1.8% | -8.3% | +6.5% | +2.0% |
| 30D | -0.1% | -5.7% | +5.6% | +2.3% |
| 3M | +2.2% | +9.1% | -6.8% | -3.0% |
| 6M | +8.8% | +15.2% | -6.5% | -0.2% |
| YTD | +12.4% | -6.3% | +18.7% | +12.6% |
| 1Y | +15.6% | -19.1% | +34.7% | +23.6% |
| 3Y | +62.5% | +8.2% | +54.3% | +45.1% |
| 5Y | +34.3% | +75.6% | -41.4% | -10.3% |
| 10Y | +114.8% | +471.1% | -356.3% | -30.1% |
| All | +321.7% | +1,432.1% | -1,110.4% | -24.0% |
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