+117.0%
AA vs VIAV
+419.4%
-302.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -1.6% |
| 7D | -3.4% | +11.2% | -14.6% | -7.8% |
| 30D | -5.8% | -10.1% | +4.3% | -2.3% |
| 3M | -29.9% | -22.9% | -7.0% | -24.9% |
| 6M | -27.0% | +28.8% | -55.8% | -41.4% |
| YTD | -8.7% | +117.5% | -126.2% | -45.5% |
| 1Y | +50.6% | +216.1% | -165.4% | -28.3% |
| 3Y | +74.1% | +292.2% | -218.1% | -30.4% |
| 5Y | +2.6% | +141.0% | -138.4% | -48.0% |
| All | +117.0% | +419.4% | -302.5% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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