-69.3%
AAL vs VIG
+623.5%
-692.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +2.1% |
| 7D | -3.7% | -0.4% | -3.3% | -3.0% |
| 30D | -20.8% | -1.0% | -19.8% | -19.4% |
| 3M | -1.3% | +2.8% | -4.0% | -5.5% |
| 6M | +5.4% | +8.2% | -2.8% | -7.5% |
| YTD | -14.4% | +11.0% | -25.4% | -28.0% |
| 1Y | +2.1% | +16.1% | -14.0% | -20.7% |
| 3Y | -10.6% | +56.2% | -66.7% | -57.8% |
| 5Y | -32.2% | +63.0% | -95.2% | -69.8% |
| 10Y | -62.7% | +241.4% | -304.1% | -95.9% |
| All | -69.3% | +623.5% | -692.9% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling