+11.8%
AAL vs VICR
+336.6%
-324.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.4% | -0.5% |
| 7D | -0.1% | +8.3% | -8.4% | -1.4% |
| 30D | +11.7% | -35.2% | +46.9% | +18.7% |
| 3M | -12.5% | -29.8% | +17.3% | -9.7% |
| 6M | +3.6% | -48.6% | +52.2% | +10.6% |
| YTD | -14.1% | +45.1% | -59.2% | -29.7% |
| 1Y | +0.8% | +79.6% | -78.8% | -21.5% |
| 3Y | +11.8% | +335.4% | -323.6% | -39.7% |
| All | +11.8% | +336.6% | -324.8% | -39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling