+3.1%
AJG vs VIK
+225.1%
-222.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.3% |
| 7D | -8.3% | -0.9% | -7.3% | -8.2% |
| 30D | -5.7% | -18.4% | +12.7% | -4.4% |
| 3M | +9.1% | -8.8% | +17.8% | +9.4% |
| 6M | +15.2% | +17.1% | -1.9% | +12.4% |
| YTD | -6.3% | +19.0% | -25.3% | -9.0% |
| 1Y | -19.1% | +30.1% | -49.3% | -22.4% |
| All | +3.1% | +225.1% | -222.0% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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