+7.7%
AAL vs VLO
+120.8%
-113.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -5.8% | +12.1% | +4.3% |
| 7D | +8.3% | -6.0% | +14.3% | +6.4% |
| 30D | +6.2% | -12.9% | +19.1% | +2.1% |
| 3M | -17.7% | +18.3% | -36.0% | -12.1% |
| 6M | +15.4% | +46.4% | -31.0% | +33.0% |
| YTD | -11.1% | +127.7% | -138.8% | +1.6% |
| 1Y | +7.7% | +120.6% | -112.9% | +23.3% |
| All | +7.7% | +120.8% | -113.0% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 1y: compounded portfolio wealth divided by compounded VLO 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…
1y analysis · Full analysis span regression · 6 months rolling