+328.5%
AAL vs VIVK
-100.0%
+428.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.5% | +6.4% | -1.1% |
| 7D | -0.1% | -57.7% | +57.6% | -0.1% |
| 30D | +11.7% | -87.3% | +99.0% | +11.7% |
| 3M | -12.5% | -98.9% | +86.4% | -12.5% |
| 6M | +3.6% | -100.0% | +103.6% | +3.7% |
| YTD | -14.1% | -100.0% | +85.9% | -14.0% |
| 1Y | +0.8% | -100.0% | +100.8% | +0.9% |
| 3Y | +11.8% | -100.0% | +111.8% | +11.9% |
| 5Y | -35.1% | -100.0% | +64.9% | -35.0% |
| 10Y | -68.3% | -100.0% | +31.7% | -68.1% |
| All | +328.5% | -100.0% | +428.5% | +366.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling