-32.5%
AAL vs VEEV
+623.9%
-656.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.5% | +1.9% |
| 7D | -3.7% | -0.6% | -3.2% | -3.7% |
| 30D | -20.8% | +28.8% | -49.6% | -24.9% |
| 3M | -1.3% | +54.0% | -55.3% | -9.8% |
| 6M | +5.4% | +46.0% | -40.6% | -3.2% |
| YTD | -14.4% | +23.2% | -37.6% | -18.8% |
| 1Y | +2.1% | +1.9% | +0.2% | +0.1% |
| 3Y | -10.6% | +27.0% | -37.6% | -17.2% |
| 5Y | -32.2% | -13.4% | -18.8% | -35.4% |
| 10Y | -62.7% | +575.2% | -637.9% | -76.8% |
| All | -32.5% | +623.9% | -656.4% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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