+235.2%
VIK vs ACGL
+20.5%
+214.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.5% | +2.5% |
| 7D | 0.0% | +0.9% | -0.9% | -0.3% |
| 30D | +7.7% | +13.7% | -6.1% | +3.1% |
| 3M | -17.6% | +8.0% | -25.7% | -19.8% |
| 6M | +1.7% | +13.3% | -11.6% | -3.4% |
| YTD | +22.5% | +11.8% | +10.7% | +16.4% |
| 1Y | +52.6% | +22.2% | +30.4% | +39.3% |
| All | +235.2% | +20.5% | +214.7% | +217.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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