+222.9%
AEM vs VIK
+225.1%
-2.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.7% |
| 7D | -2.1% | -0.9% | -1.2% | -2.0% |
| 30D | +8.4% | -18.4% | +26.8% | +11.4% |
| 3M | +27.3% | -8.8% | +36.1% | +28.2% |
| 6M | -9.7% | +17.1% | -26.8% | -12.5% |
| YTD | +19.0% | +19.0% | -0.1% | +14.9% |
| 1Y | +31.5% | +30.1% | +1.3% | +25.7% |
| All | +222.9% | +225.1% | -2.2% | +174.1% |
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