-8.8%
AAL vs VICR
+178.2%
-187.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.1% |
| 7D | -0.9% | -0.4% | -0.5% | -0.9% |
| 30D | -16.0% | -15.6% | -0.4% | -13.7% |
| 3M | -4.2% | -35.4% | +31.1% | +1.4% |
| 6M | +15.7% | +1.3% | +14.4% | +7.7% |
| YTD | -16.2% | +62.5% | -78.6% | -30.4% |
| 1Y | +0.2% | +255.5% | -255.2% | -31.8% |
| All | -8.8% | +178.2% | -187.0% | -38.0% |
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