-34.4%
AAL vs VEU
+48.7%
-83.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.7% | -4.3% |
| 7D | +2.9% | +2.4% | +0.6% | -0.5% |
| 30D | +6.5% | -2.0% | +8.5% | +10.3% |
| 3M | -10.9% | -5.1% | -5.7% | -3.0% |
| 6M | +4.9% | -0.7% | +5.6% | +6.4% |
| YTD | -13.2% | +11.0% | -24.2% | -25.9% |
| 1Y | -1.1% | +12.4% | -13.5% | -17.2% |
| 3Y | +12.8% | +69.8% | -57.0% | -50.3% |
| 5Y | -34.4% | +48.2% | -82.6% | -58.4% |
| All | -34.4% | +48.7% | -83.1% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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