-64.8%
AAL vs VIVK
-100.0%
+35.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.4% | +8.6% | +1.3% |
| 7D | -0.9% | -4.4% | +3.5% | -0.9% |
| 30D | -12.9% | -40.8% | +28.0% | -12.6% |
| 3M | -11.2% | -94.1% | +82.9% | -10.1% |
| 6M | +17.8% | -98.2% | +116.0% | +19.6% |
| YTD | -15.1% | -98.0% | +82.9% | -14.2% |
| 1Y | +0.5% | -100.0% | +100.4% | +3.4% |
| 3Y | -7.7% | -100.0% | +92.3% | -5.4% |
| 5Y | -31.3% | -100.0% | +68.7% | -29.7% |
| All | -64.8% | -100.0% | +35.2% | -64.0% |
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