-27.8%
AAL vs VFC
+73.5%
-101.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.1% | -0.3% |
| 7D | -3.7% | -1.6% | -2.1% | -2.7% |
| 30D | -20.8% | -11.6% | -9.2% | -14.4% |
| 3M | -1.3% | -18.1% | +16.8% | +10.5% |
| 6M | +5.4% | -27.4% | +32.7% | +25.8% |
| YTD | -14.4% | -24.8% | +10.5% | -1.0% |
| 1Y | +2.1% | -8.2% | +10.3% | +1.2% |
| 3Y | -10.6% | -29.1% | +18.6% | -22.7% |
| 5Y | -32.2% | -79.2% | +46.9% | +49.5% |
| 10Y | -62.7% | -68.1% | +5.4% | -48.7% |
| All | -27.8% | +73.5% | -101.3% | -82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling