-68.6%
AAL vs VIG
+262.6%
-331.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.1% | +3.5% | -3.6% | -5.1% |
| 30D | +11.7% | +4.9% | +6.8% | +4.2% |
| 3M | -12.5% | +2.5% | -15.1% | -15.4% |
| 6M | +3.6% | +11.0% | -7.4% | -10.9% |
| YTD | -14.1% | +16.0% | -30.1% | -30.3% |
| 1Y | +0.8% | +17.5% | -16.8% | -19.8% |
| 3Y | +11.8% | +67.0% | -55.2% | -45.3% |
| 5Y | -35.1% | +64.8% | -99.9% | -66.7% |
| All | -68.6% | +262.6% | -331.2% | -95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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