-68.6%
AAL vs VFC
-48.6%
-20.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.3% | -2.7% |
| 7D | -0.1% | +1.6% | -1.7% | -0.8% |
| 30D | +11.7% | +25.5% | -13.8% | -0.4% |
| 3M | -12.5% | +41.3% | -53.8% | -26.9% |
| 6M | +3.6% | +22.2% | -18.6% | -7.9% |
| YTD | -14.1% | +16.4% | -30.5% | -22.7% |
| 1Y | +0.8% | +38.4% | -37.7% | -17.5% |
| 3Y | +11.8% | +56.2% | -44.4% | -30.9% |
| 5Y | -35.1% | -68.2% | +33.1% | +16.5% |
| All | -68.6% | -48.6% | -20.0% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling