-68.6%
AAL vs VLO
+790.8%
-859.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.6% |
| 7D | -0.1% | +9.6% | -9.7% | -3.9% |
| 30D | +11.7% | -17.4% | +29.1% | +19.8% |
| 3M | -12.5% | +10.8% | -23.3% | -18.1% |
| 6M | +3.6% | +56.9% | -53.3% | -18.6% |
| YTD | -14.1% | +136.8% | -150.9% | -46.3% |
| 1Y | +0.8% | +120.7% | -119.9% | -35.0% |
| 3Y | +11.8% | +231.9% | -220.1% | -43.3% |
| 5Y | -35.1% | +479.0% | -514.1% | -77.8% |
| All | -68.6% | +790.8% | -859.4% | -91.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling