-8.2%
AAL vs VIVK
-100.0%
+91.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.3% | +6.6% | +0.3% |
| 7D | -1.3% | -7.9% | +6.6% | -1.2% |
| 30D | -13.7% | -42.0% | +28.2% | -13.4% |
| 3M | -8.2% | -92.5% | +84.3% | -6.3% |
| 6M | +13.1% | -98.0% | +111.1% | +16.2% |
| YTD | -15.6% | -97.9% | +82.3% | -13.9% |
| 1Y | +1.4% | -100.0% | +101.4% | +8.4% |
| All | -8.2% | -100.0% | +91.8% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling