+350.6%
AAL vs VCLT
+98.6%
+252.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -0.9% |
| 7D | -0.1% | -2.3% | +2.2% | +1.0% |
| 30D | +11.7% | +0.8% | +11.0% | +11.5% |
| 3M | -12.5% | -2.7% | -9.9% | -11.4% |
| 6M | +3.6% | -4.3% | +7.9% | +6.0% |
| YTD | -14.1% | -4.3% | -9.8% | -11.9% |
| 1Y | +0.8% | -4.4% | +5.1% | +3.3% |
| 3Y | +11.8% | +13.8% | -2.0% | +8.4% |
| 5Y | -35.1% | -17.0% | -18.1% | -32.8% |
| 10Y | -68.3% | +20.9% | -89.2% | -66.3% |
| All | +350.6% | +98.6% | +252.0% | +540.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling