+44.6%
AA vs VIK
+225.1%
-180.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.6% |
| 7D | -3.4% | -0.9% | -2.5% | -3.0% |
| 30D | -5.8% | -18.4% | +12.6% | +2.1% |
| 3M | -29.9% | -8.8% | -21.1% | -28.0% |
| 6M | -27.0% | +17.1% | -44.2% | -34.9% |
| YTD | -8.7% | +19.0% | -27.8% | -19.9% |
| 1Y | +50.6% | +30.1% | +20.5% | +25.3% |
| All | +44.6% | +225.1% | -180.5% | -21.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling