+180.6%
VXUS vs AJG
+1,063.9%
-883.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | +0.4% |
| 7D | +0.3% | -7.4% | +7.7% | +3.5% |
| 30D | +0.7% | -3.0% | +3.6% | +1.7% |
| 3M | +4.8% | +12.8% | -8.1% | -1.8% |
| 6M | +11.3% | +12.8% | -1.5% | +3.6% |
| YTD | +16.5% | -4.7% | +21.3% | +16.3% |
| 1Y | +24.3% | -17.2% | +41.5% | +31.9% |
| 3Y | +74.5% | +10.2% | +64.3% | +54.9% |
| 5Y | +54.3% | +76.9% | -22.6% | +2.5% |
| 10Y | +150.1% | +480.5% | -330.4% | -25.5% |
| All | +180.6% | +1,063.9% | -883.3% | -54.2% |
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