+923.5%
VZ vs AJG
+13,145.4%
-12,221.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.9% |
| 7D | +1.5% | +0.5% | +1.0% | +1.3% |
| 30D | +4.4% | +19.4% | -15.0% | +0.1% |
| 3M | -2.4% | +11.9% | -14.3% | -5.0% |
| 6M | +1.4% | +48.3% | -46.8% | -7.8% |
| YTD | +21.4% | +10.3% | +11.1% | +17.5% |
| 1Y | +20.3% | +11.5% | +8.8% | +16.1% |
| 3Y | +57.4% | +17.5% | +39.8% | +48.5% |
| 5Y | +21.9% | +79.8% | -57.8% | +3.1% |
| 10Y | +70.7% | +541.5% | -470.7% | +5.5% |
| All | +923.5% | +13,145.4% | -12,221.9% | +293.8% |
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