+320.1%
AAL vs VIVK
-100.0%
+420.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.7% | -9.3% | -1.7% |
| 7D | -0.3% | +13.1% | -13.4% | -0.3% |
| 30D | -19.0% | -29.7% | +10.7% | -19.0% |
| 3M | -5.1% | -93.0% | +87.9% | -5.1% |
| 6M | +15.5% | -98.0% | +113.4% | +15.5% |
| YTD | -15.8% | -97.8% | +82.0% | -15.8% |
| 1Y | -0.3% | -100.0% | +99.7% | -0.3% |
| 3Y | -7.7% | -100.0% | +92.3% | -7.6% |
| 5Y | -32.5% | -100.0% | +67.5% | -32.5% |
| 10Y | -66.0% | -100.0% | +34.0% | -65.8% |
| All | +320.1% | -100.0% | +420.1% | +357.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling