+3.2%
AA vs VIVK
-100.0%
+103.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.4% | +7.3% | +0.1% |
| 7D | -3.4% | -4.4% | +1.0% | -3.3% |
| 30D | -5.8% | -40.8% | +35.0% | -4.7% |
| 3M | -29.9% | -94.1% | +64.2% | -26.1% |
| 6M | -27.0% | -98.2% | +71.2% | -21.9% |
| YTD | -8.7% | -98.0% | +89.3% | -4.2% |
| 1Y | +50.6% | -100.0% | +150.6% | +72.9% |
| 3Y | +74.1% | -100.0% | +174.1% | +90.6% |
| All | +3.2% | -100.0% | +103.2% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling