-16.5%
AAL vs VG
-50.2%
+33.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.3% | +5.1% | +7.5% |
| 7D | +8.3% | -8.3% | +16.6% | +7.8% |
| 30D | +11.0% | -10.3% | +21.3% | +10.5% |
| 3M | -11.2% | -10.8% | -0.4% | -11.5% |
| 6M | +6.1% | +3.5% | +2.6% | +5.3% |
| YTD | -7.6% | +74.0% | -81.6% | -15.4% |
| 1Y | +3.7% | +48.9% | -45.2% | -3.4% |
| All | -16.5% | -50.2% | +33.7% | -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 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