-27.8%
AAL vs VLO
+1,202.5%
-1,230.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -3.7% | +5.2% | -8.9% | -6.0% |
| 30D | -20.8% | +22.6% | -43.4% | -28.2% |
| 3M | -1.3% | +43.8% | -45.0% | -17.8% |
| 6M | +5.4% | +65.7% | -60.4% | -20.2% |
| YTD | -14.4% | +131.1% | -145.5% | -45.1% |
| 1Y | +2.1% | +143.6% | -141.5% | -36.8% |
| 3Y | -10.6% | +201.4% | -211.9% | -51.7% |
| 5Y | -32.2% | +568.9% | -601.1% | -77.2% |
| 10Y | -62.7% | +891.8% | -954.5% | -90.4% |
| All | -27.8% | +1,202.5% | -1,230.3% | -90.0% |
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