+221.9%
VIK vs ALC
-13.2%
+235.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.1% |
| 7D | -1.8% | -7.7% | +5.8% | +1.4% |
| 30D | -17.3% | -11.7% | -5.6% | -13.1% |
| 3M | -5.1% | +0.7% | -5.7% | -6.3% |
| 6M | +16.2% | -17.1% | +33.3% | +25.4% |
| YTD | +17.6% | -15.1% | +32.8% | +25.6% |
| 1Y | +33.5% | -14.1% | +47.6% | +41.6% |
| All | +221.9% | -13.2% | +235.1% | +254.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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