+1.4%
AAL vs VFC
-15.2%
+16.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +1.2% |
| 7D | -1.3% | -2.3% | +1.0% | -0.3% |
| 30D | -13.7% | -13.4% | -0.4% | -8.1% |
| 3M | -8.2% | -23.7% | +15.5% | +2.3% |
| 6M | +13.1% | -24.5% | +37.6% | +24.8% |
| YTD | -15.6% | -27.8% | +12.2% | -5.4% |
| 1Y | +1.4% | -13.5% | +14.9% | +2.2% |
| All | +1.4% | -15.2% | +16.6% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling