+355.1%
AEM vs VIAV
+419.4%
-64.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.7% | +1.4% |
| 7D | -2.1% | +11.2% | -13.3% | -3.6% |
| 30D | +8.4% | -10.1% | +18.6% | +9.7% |
| 3M | +27.3% | -22.9% | +50.2% | +30.5% |
| 6M | -9.7% | +28.8% | -38.4% | -14.3% |
| YTD | +19.0% | +117.5% | -98.5% | +4.3% |
| 1Y | +31.5% | +216.1% | -184.6% | +9.2% |
| 3Y | +338.7% | +292.2% | +46.5% | +247.3% |
| 5Y | +307.4% | +141.0% | +166.4% | +238.9% |
| All | +355.1% | +419.4% | -64.4% | +240.5% |
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