-67.0%
AAL vs VIG
+650.0%
-717.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.8% |
| 7D | +10.1% | +1.0% | +9.1% | +8.5% |
| 30D | +10.6% | +4.5% | +6.0% | +2.6% |
| 3M | -5.9% | +2.1% | -8.0% | -8.8% |
| 6M | +5.7% | +10.5% | -4.8% | -10.7% |
| YTD | -8.0% | +15.1% | -23.0% | -27.1% |
| 1Y | +6.0% | +16.9% | -10.9% | -18.3% |
| 3Y | +19.6% | +65.6% | -46.0% | -48.9% |
| 5Y | -34.6% | +64.4% | -99.0% | -71.0% |
| 10Y | -65.5% | +260.6% | -326.1% | -96.6% |
| All | -67.0% | +650.0% | -717.0% | -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