-16.9%
AAL vs VG
-46.6%
+29.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.6% | +0.2% |
| 7D | +3.4% | +5.5% | -2.1% | +3.7% |
| 30D | +11.7% | -3.6% | +15.3% | +11.7% |
| 3M | -7.8% | -4.0% | -3.8% | -7.8% |
| 6M | +10.2% | +9.4% | +0.9% | +9.9% |
| YTD | -8.0% | +86.6% | -94.7% | -15.5% |
| 1Y | +8.5% | +69.5% | -61.0% | +0.7% |
| All | -16.9% | -46.6% | +29.7% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 10y: compounded portfolio wealth divided by compounded VG 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…
10y analysis · Full analysis span regression · 6 months rolling