-32.5%
AAL vs VIG
+63.6%
-96.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -0.3% |
| 7D | -0.3% | -0.4% | +0.1% | +0.4% |
| 30D | -19.0% | -2.1% | -16.9% | -15.9% |
| 3M | -5.1% | +3.3% | -8.4% | -9.9% |
| 6M | +15.5% | +9.3% | +6.2% | -0.2% |
| YTD | -15.8% | +10.1% | -25.9% | -27.9% |
| 1Y | -0.3% | +14.7% | -15.0% | -20.2% |
| 3Y | -7.7% | +56.9% | -64.6% | -54.8% |
| 5Y | -32.5% | +62.9% | -95.4% | -67.4% |
| All | -32.5% | +63.6% | -96.1% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling