-7.7%
AAL vs VLO
+200.7%
-208.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.3% | -4.9% | -2.3% |
| 7D | -0.3% | +5.8% | -6.1% | -1.3% |
| 30D | -19.0% | +28.3% | -47.3% | -22.7% |
| 3M | -5.1% | +48.7% | -53.8% | -12.5% |
| 6M | +15.5% | +71.9% | -56.4% | 0.0% |
| YTD | -15.8% | +138.7% | -154.4% | -36.1% |
| 1Y | -0.3% | +148.5% | -148.8% | -26.4% |
| 3Y | -7.7% | +192.7% | -200.3% | -37.8% |
| All | -7.7% | +200.7% | -208.3% | -37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling