-71.8%
AAL vs VEU
+192.1%
-263.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +0.6% |
| 7D | -3.7% | +1.1% | -4.9% | -5.1% |
| 30D | -20.8% | +2.2% | -23.0% | -22.9% |
| 3M | -1.3% | +3.0% | -4.3% | -4.9% |
| 6M | +5.4% | +10.9% | -5.5% | -6.9% |
| YTD | -14.4% | +18.2% | -32.5% | -30.4% |
| 1Y | +2.1% | +28.3% | -26.2% | -25.2% |
| 3Y | -10.6% | +74.6% | -85.2% | -54.8% |
| 5Y | -32.2% | +56.4% | -88.6% | -59.4% |
| 10Y | -62.7% | +153.0% | -215.7% | -86.7% |
| All | -71.8% | +192.1% | -263.9% | -92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling