+297.4%
AEM vs VIVK
-100.0%
+397.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.4% | -5.3% | -2.9% |
| 7D | -5.0% | -9.5% | +4.4% | -5.0% |
| 30D | +8.5% | -35.1% | +43.6% | +8.8% |
| 3M | +29.3% | -93.4% | +122.6% | +31.8% |
| 6M | -12.9% | -98.0% | +85.0% | -10.7% |
| YTD | +16.8% | -97.9% | +114.6% | +19.1% |
| 1Y | +29.8% | -100.0% | +129.8% | +37.0% |
| 3Y | +336.7% | -100.0% | +436.7% | +356.1% |
| All | +297.4% | -100.0% | +397.4% | +293.7% |
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