-22.5%
AAL vs VFC
+168.1%
-190.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | +3.4% | -1.4% | +4.8% | +4.5% |
| 30D | +11.7% | +30.7% | -19.0% | -5.8% |
| 3M | -7.8% | +40.6% | -48.4% | -26.2% |
| 6M | +10.2% | +16.5% | -6.2% | -2.3% |
| YTD | -8.0% | +16.2% | -24.2% | -19.8% |
| 1Y | +8.5% | +42.4% | -33.9% | -17.8% |
| 3Y | +19.5% | +48.1% | -28.6% | -34.7% |
| 5Y | -33.9% | -67.8% | +33.9% | +10.7% |
| 10Y | -66.0% | -48.5% | -17.6% | -66.0% |
| All | -22.5% | +168.1% | -190.6% | -85.8% |
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