-35.9%
AAL vs VCLT
-15.5%
-20.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.4% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | -13.7% | +0.1% | -13.8% | -13.8% |
| 3M | -8.2% | -2.9% | -5.3% | -5.5% |
| 6M | +13.1% | -4.0% | +17.1% | +17.6% |
| YTD | -15.6% | -2.2% | -13.3% | -13.3% |
| 1Y | +1.4% | -2.6% | +4.0% | +4.4% |
| 3Y | -7.4% | +12.3% | -19.7% | -13.5% |
| 5Y | -35.9% | -16.4% | -19.6% | -33.7% |
| All | -35.9% | -15.5% | -20.4% | -33.7% |
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