-64.8%
AAL vs VICR
+1,679.8%
-1,744.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +11.2% | -9.9% | -1.1% |
| 7D | -0.9% | +5.0% | -5.9% | -2.1% |
| 30D | -12.9% | -12.5% | -0.4% | -11.0% |
| 3M | -11.2% | -33.6% | +22.4% | -5.9% |
| 6M | +17.8% | +10.7% | +7.2% | +8.2% |
| YTD | -15.1% | +80.6% | -95.7% | -30.9% |
| 1Y | +0.5% | +288.4% | -287.9% | -32.5% |
| 3Y | -7.7% | +213.8% | -221.5% | -39.5% |
| 5Y | -31.3% | +58.8% | -90.2% | -52.7% |
| All | -64.8% | +1,679.8% | -1,744.6% | -85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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