-100.0%
VIVK vs AFL
+788.5%
-888.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.7% | -8.1% | -7.7% |
| 7D | -4.4% | -1.6% | -2.7% | -3.8% |
| 30D | -40.8% | -4.0% | -36.8% | -39.9% |
| 3M | -94.1% | -0.5% | -93.6% | -94.2% |
| 6M | -98.2% | +6.5% | -104.7% | -98.2% |
| YTD | -98.0% | +6.2% | -104.2% | -98.1% |
| 1Y | -100.0% | +8.3% | -108.2% | -100.0% |
| 3Y | -100.0% | +62.5% | -162.5% | -100.0% |
| 5Y | -100.0% | +136.2% | -236.2% | -100.0% |
| 10Y | -100.0% | +301.4% | -401.4% | -100.0% |
| All | -100.0% | +788.5% | -888.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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