-68.6%
AAL vs VCLT
+21.5%
-90.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -0.7% |
| 7D | -0.1% | -2.3% | +2.2% | +1.8% |
| 30D | +11.7% | +0.8% | +11.0% | +11.3% |
| 3M | -12.5% | -2.7% | -9.9% | -10.4% |
| 6M | +3.6% | -4.3% | +7.9% | +7.9% |
| YTD | -14.1% | -4.3% | -9.8% | -10.2% |
| 1Y | +0.8% | -4.4% | +5.1% | +5.4% |
| 3Y | +11.8% | +13.8% | -2.0% | +3.8% |
| 5Y | -35.1% | -17.0% | -18.1% | -26.1% |
| All | -68.6% | +21.5% | -90.1% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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