-32.5%
AAL vs VFC
-78.3%
+45.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -0.9% |
| 7D | -0.3% | +0.8% | -1.1% | -0.6% |
| 30D | -19.0% | -11.9% | -7.1% | -14.8% |
| 3M | -5.1% | -20.2% | +15.1% | +3.2% |
| 6M | +15.5% | -23.0% | +38.5% | +26.5% |
| YTD | -15.8% | -26.2% | +10.4% | -6.5% |
| 1Y | -0.3% | -13.3% | +13.0% | +2.9% |
| 3Y | -7.7% | -25.5% | +17.8% | -11.1% |
| 5Y | -32.5% | -78.1% | +45.6% | +59.0% |
| All | -32.5% | -78.3% | +45.8% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling