-65.2%
AAL vs VLO
+903.8%
-969.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.3% | -4.9% | -3.1% |
| 7D | -0.3% | +5.8% | -6.1% | -2.8% |
| 30D | -19.0% | +28.3% | -47.3% | -27.7% |
| 3M | -5.1% | +48.7% | -53.8% | -21.5% |
| 6M | +15.5% | +71.9% | -56.4% | -13.1% |
| YTD | -15.8% | +138.7% | -154.4% | -46.3% |
| 1Y | -0.3% | +148.5% | -148.8% | -38.3% |
| 3Y | -7.7% | +192.7% | -200.3% | -49.2% |
| 5Y | -32.5% | +601.6% | -634.1% | -78.8% |
| All | -65.2% | +903.8% | -969.0% | -90.4% |
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