-22.5%
AAL vs VLO
+1,132.2%
-1,154.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.4% |
| 7D | +10.1% | -9.5% | +19.6% | +14.9% |
| 30D | +10.6% | -19.1% | +29.7% | +20.3% |
| 3M | -5.9% | +11.4% | -17.3% | -12.3% |
| 6M | +5.7% | +46.7% | -41.0% | -15.2% |
| YTD | -8.0% | +118.6% | -126.6% | -40.6% |
| 1Y | +6.0% | +99.9% | -93.9% | -28.9% |
| 3Y | +19.6% | +210.5% | -190.9% | -37.4% |
| 5Y | -34.6% | +432.7% | -467.3% | -75.7% |
| 10Y | -65.5% | +717.1% | -782.6% | -90.4% |
| All | -22.5% | +1,132.2% | -1,154.6% | -89.1% |
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