+8.2%
AJG vs VICR
+209.3%
-201.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.2% | -12.4% | -0.7% |
| 7D | -8.3% | +5.0% | -13.2% | -8.0% |
| 30D | -5.7% | -12.5% | +6.8% | -6.1% |
| 3M | +9.1% | -33.6% | +42.7% | +7.9% |
| 6M | +15.2% | +10.7% | +4.5% | +14.5% |
| YTD | -6.3% | +80.6% | -86.9% | -6.9% |
| 1Y | -19.1% | +288.4% | -307.5% | -19.7% |
| 3Y | +8.2% | +213.8% | -205.6% | +13.0% |
| All | +8.2% | +209.3% | -201.1% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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