+228.8%
VIK vs ACGL
+10.2%
+218.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.9% |
| 7D | -3.0% | -0.7% | -2.3% | -2.8% |
| 30D | -20.7% | -1.0% | -19.7% | -20.5% |
| 3M | -4.6% | +11.0% | -15.7% | -8.9% |
| 6M | +14.0% | -0.3% | +14.3% | +13.4% |
| YTD | +20.2% | +2.3% | +17.9% | +17.8% |
| 1Y | +36.0% | +6.4% | +29.6% | +30.7% |
| All | +228.8% | +10.2% | +218.6% | +221.1% |
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