-35.2%
AAL vs VCLT
-16.7%
-18.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -0.7% |
| 7D | -0.1% | -2.3% | +2.2% | +2.1% |
| 30D | +11.7% | +0.8% | +11.0% | +11.3% |
| 3M | -12.5% | -2.7% | -9.9% | -10.2% |
| 6M | +3.6% | -4.3% | +7.9% | +8.4% |
| YTD | -14.1% | -4.3% | -9.8% | -9.8% |
| 1Y | +0.8% | -4.4% | +5.1% | +5.8% |
| 3Y | +11.8% | +13.8% | -2.0% | +4.8% |
| All | -35.2% | -16.7% | -18.5% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling