+225.3%
AEM vs VIK
+236.8%
-11.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.1% | -1.8% |
| 7D | +4.3% | +3.6% | +0.7% | +3.8% |
| 30D | +13.1% | -16.7% | +29.9% | +15.9% |
| 3M | +24.8% | -1.1% | +25.9% | +24.1% |
| 6M | -8.2% | +27.8% | -36.1% | -12.0% |
| YTD | +19.8% | +23.3% | -3.5% | +15.2% |
| 1Y | +32.1% | +38.2% | -6.1% | +25.4% |
| All | +225.3% | +236.8% | -11.5% | +174.7% |
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