-100.0%
VIVK vs AEIS
+219.6%
-319.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.1% | +6.5% | +2.5% |
| 7D | -9.5% | -0.2% | -9.3% | -9.5% |
| 30D | -35.1% | -16.4% | -18.7% | -35.0% |
| 3M | -93.4% | -11.1% | -82.2% | -93.4% |
| 6M | -98.0% | -12.0% | -85.9% | -98.0% |
| YTD | -97.9% | +30.9% | -128.7% | -98.0% |
| 1Y | -100.0% | +74.3% | -174.3% | -100.0% |
| 3Y | -100.0% | +165.2% | -265.2% | -100.0% |
| 5Y | -100.0% | +220.0% | -320.0% | -100.0% |
| All | -100.0% | +219.6% | -319.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling