-23.8%
AAL vs VG
-51.4%
+27.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.0% | -1.1% | -5.3% |
| 7D | +1.2% | -22.0% | +23.2% | +0.1% |
| 30D | -0.5% | -14.7% | +14.2% | -1.1% |
| 3M | -22.0% | -7.1% | -14.9% | -22.2% |
| 6M | +4.5% | -11.2% | +15.7% | +4.1% |
| YTD | -15.7% | +69.8% | -85.5% | -22.8% |
| 1Y | -3.7% | +49.9% | -53.5% | -10.8% |
| All | -23.8% | -51.4% | +27.6% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling