-22.3%
AAL vs VG
-44.6%
+22.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -1.1% |
| 7D | -0.1% | +14.0% | -14.0% | +0.6% |
| 30D | +11.7% | -1.0% | +12.7% | +11.8% |
| 3M | -12.5% | -2.7% | -9.9% | -12.5% |
| 6M | +3.6% | +1.5% | +2.1% | +3.9% |
| YTD | -14.1% | +93.7% | -107.8% | -20.9% |
| 1Y | +0.8% | +68.5% | -67.8% | -5.8% |
| All | -22.3% | -44.6% | +22.2% | -28.5% |
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