+237.5%
VIK vs ALC
-9.9%
+247.4%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +3.4% |
| 7D | +3.6% | -3.7% | +7.3% | +5.1% |
| 30D | -16.7% | -3.7% | -13.0% | -15.7% |
| 3M | -1.1% | +4.6% | -5.6% | -3.9% |
| 6M | +27.8% | -14.6% | +42.4% | +36.3% |
| YTD | +23.3% | -11.9% | +35.2% | +29.6% |
| 1Y | +38.2% | -13.1% | +51.3% | +46.0% |
| All | +237.5% | -9.9% | +247.4% | +266.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling