+117.0%
AA vs VIVK
-100.0%
+216.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.4% | +7.3% | 0.0% |
| 7D | -3.4% | -4.4% | +1.0% | -3.4% |
| 30D | -5.8% | -40.8% | +35.0% | -5.0% |
| 3M | -29.9% | -94.1% | +64.2% | -27.2% |
| 6M | -27.0% | -98.2% | +71.2% | -23.4% |
| YTD | -8.7% | -98.0% | +89.3% | -5.5% |
| 1Y | +50.6% | -100.0% | +150.6% | +64.6% |
| 3Y | +74.1% | -100.0% | +174.1% | +87.2% |
| 5Y | +2.6% | -100.0% | +102.6% | +10.3% |
| All | +117.0% | -100.0% | +216.9% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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