+79.2%
VZ vs AJG
+10.0%
+69.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.5% | -0.9% |
| 7D | -1.0% | -7.4% | +6.4% | +0.1% |
| 30D | +5.8% | -3.0% | +8.7% | +6.2% |
| 3M | +10.5% | +12.8% | -2.3% | +8.8% |
| 6M | +1.8% | +12.8% | -11.1% | +0.2% |
| YTD | +28.3% | -4.7% | +33.0% | +29.8% |
| 1Y | +22.0% | -17.2% | +39.2% | +26.7% |
| All | +79.2% | +10.0% | +69.3% | +70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling