-27.6%
AAL vs VLO
+1,117.2%
-1,144.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.5% |
| 7D | +4.6% | -13.3% | +17.9% | +11.1% |
| 30D | +2.6% | -18.3% | +20.9% | +10.9% |
| 3M | -17.8% | +14.3% | -32.1% | -24.6% |
| 6M | +1.9% | +47.6% | -45.8% | -18.5% |
| YTD | -14.0% | +116.0% | -130.0% | -44.3% |
| 1Y | +0.2% | +101.0% | -100.8% | -33.1% |
| 3Y | +13.0% | +199.0% | -186.0% | -39.8% |
| 5Y | -39.6% | +419.0% | -458.6% | -77.3% |
| 10Y | -65.7% | +778.2% | -843.9% | -90.8% |
| All | -27.6% | +1,117.2% | -1,144.7% | -89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling