+21.2%
VICI vs ALHC
-29.3%
+50.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | -1.1% | -1.0% | -0.1% | -1.0% |
| 30D | -5.5% | -6.3% | +0.8% | -5.1% |
| 3M | -6.2% | -12.3% | +6.1% | -6.1% |
| 6M | -12.0% | -27.0% | +15.0% | -11.0% |
| YTD | -7.1% | -31.8% | +24.7% | -5.9% |
| 1Y | -19.2% | -17.0% | -2.2% | -19.4% |
| 3Y | -3.7% | +159.8% | -163.6% | -15.0% |
| 5Y | +4.4% | -25.1% | +29.5% | -2.9% |
| All | +21.2% | -29.3% | +50.5% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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