-27.8%
AAL vs VICR
+1,216.3%
-1,244.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.5% | -4.2% | -0.5% |
| 7D | -3.7% | +0.4% | -4.2% | -3.9% |
| 30D | -20.8% | -13.9% | -6.9% | -17.7% |
| 3M | -1.3% | -38.4% | +37.1% | +9.7% |
| 6M | +5.4% | -7.2% | +12.6% | -2.1% |
| YTD | -14.4% | +72.0% | -86.4% | -36.0% |
| 1Y | +2.1% | +263.3% | -261.2% | -42.3% |
| 3Y | -10.6% | +173.3% | -183.8% | -50.5% |
| 5Y | -32.2% | +47.3% | -79.5% | -60.9% |
| 10Y | -62.7% | +1,495.2% | -1,557.9% | -93.5% |
| All | -27.8% | +1,216.3% | -1,244.1% | -92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling