+355.1%
AEM vs VIVK
-100.0%
+455.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.4% | +9.3% | +1.9% |
| 7D | -2.1% | -4.4% | +2.2% | -2.1% |
| 30D | +8.4% | -40.8% | +49.2% | +8.7% |
| 3M | +27.3% | -94.1% | +121.4% | +28.7% |
| 6M | -9.7% | -98.2% | +88.5% | -8.3% |
| YTD | +19.0% | -98.0% | +117.0% | +20.3% |
| 1Y | +31.5% | -100.0% | +131.4% | +35.1% |
| 3Y | +338.7% | -100.0% | +438.7% | +349.3% |
| 5Y | +307.4% | -100.0% | +407.4% | +316.5% |
| All | +355.1% | -100.0% | +455.1% | +356.9% |
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