-27.6%
AAL vs VFC
+164.3%
-191.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | +4.6% | +11.2% | -6.6% | -2.2% |
| 30D | +2.6% | +41.5% | -38.9% | -18.0% |
| 3M | -17.8% | +38.9% | -56.7% | -33.7% |
| 6M | +1.9% | +6.1% | -4.3% | -4.4% |
| YTD | -14.0% | +14.5% | -28.6% | -24.4% |
| 1Y | +0.2% | +46.0% | -45.7% | -25.4% |
| 3Y | +13.0% | +36.4% | -23.3% | -34.4% |
| 5Y | -39.6% | -67.5% | +27.9% | 0.0% |
| 10Y | -65.7% | -45.8% | -19.8% | -67.4% |
| All | -27.6% | +164.3% | -191.9% | -86.6% |
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