+327.2%
AAL vs VIVK
-100.0%
+427.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -12.3% | +13.6% | +1.2% |
| 7D | -3.7% | -1.4% | -2.4% | -3.7% |
| 30D | -20.8% | -43.6% | +22.8% | -20.8% |
| 3M | -1.3% | -95.1% | +93.9% | -1.3% |
| 6M | +5.4% | -98.2% | +103.6% | +5.4% |
| YTD | -14.4% | -97.9% | +83.6% | -14.3% |
| 1Y | +2.1% | -100.0% | +102.1% | +2.1% |
| 3Y | -10.6% | -100.0% | +89.4% | -10.5% |
| 5Y | -32.2% | -100.0% | +67.8% | -32.2% |
| 10Y | -62.7% | -100.0% | +37.3% | -62.5% |
| All | +327.2% | -100.0% | +427.2% | +365.0% |
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 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