+64.2%
AIG vs VIVK
-100.0%
+164.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.4% | +7.8% | +0.4% |
| 7D | -1.2% | -4.4% | +3.2% | -1.1% |
| 30D | -1.1% | -40.8% | +39.7% | -0.8% |
| 3M | +0.7% | -94.1% | +94.8% | +1.9% |
| 6M | -2.2% | -98.2% | +96.0% | -0.7% |
| YTD | -10.8% | -98.0% | +87.2% | -9.9% |
| 1Y | -2.0% | -100.0% | +97.9% | +1.0% |
| 3Y | +34.8% | -100.0% | +134.8% | +38.3% |
| 5Y | +55.0% | -100.0% | +155.0% | +59.1% |
| All | +64.2% | -100.0% | +164.2% | +64.4% |
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