+681.8%
AEP vs VIVK
-100.0%
+781.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.7% | -6.9% | +0.7% |
| 7D | +2.0% | +13.1% | -11.0% | +2.0% |
| 30D | +0.5% | -29.7% | +30.2% | +0.5% |
| 3M | -0.3% | -93.0% | +92.7% | -0.3% |
| 6M | -3.5% | -98.0% | +94.5% | -3.4% |
| YTD | +11.3% | -97.8% | +109.0% | +11.3% |
| 1Y | +20.2% | -100.0% | +120.2% | +20.3% |
| 3Y | +79.8% | -100.0% | +179.7% | +79.9% |
| 5Y | +65.6% | -100.0% | +165.6% | +65.7% |
| 10Y | +169.3% | -100.0% | +269.3% | +170.0% |
| All | +681.8% | -100.0% | +781.8% | +700.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling