-100.0%
VIVK vs AEIS
+562.2%
-662.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +4.9% | -12.3% | -7.6% |
| 7D | -4.4% | +2.3% | -6.6% | -4.5% |
| 30D | -40.8% | -14.8% | -26.0% | -40.5% |
| 3M | -94.1% | -15.6% | -78.6% | -94.1% |
| 6M | -98.2% | -8.7% | -89.5% | -98.2% |
| YTD | -98.0% | +37.3% | -135.3% | -98.1% |
| 1Y | -100.0% | +80.3% | -180.3% | -100.0% |
| 3Y | -100.0% | +177.9% | -277.9% | -100.0% |
| 5Y | -100.0% | +235.8% | -335.8% | -100.0% |
| All | -100.0% | +562.2% | -662.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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