+170.5%
AEP vs VIVK
-100.0%
+270.5%
-32.9%
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% | -0.1% |
| 7D | -0.9% | -4.4% | +3.4% | -0.9% |
| 30D | -1.1% | -40.8% | +39.8% | -0.8% |
| 3M | -3.3% | -94.1% | +90.9% | -2.2% |
| 6M | -4.6% | -98.2% | +93.6% | -3.4% |
| YTD | +9.4% | -98.0% | +107.4% | +10.5% |
| 1Y | +16.9% | -100.0% | +116.9% | +19.9% |
| 3Y | +76.6% | -100.0% | +176.6% | +80.4% |
| 5Y | +66.2% | -100.0% | +166.2% | +69.8% |
| All | +170.5% | -100.0% | +270.5% | +165.8% |
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