+10.8%
AAL vs VLTO
+56.3%
-45.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +10.1% | +1.6% | +8.4% | +9.2% |
| 30D | +10.6% | +22.0% | -11.4% | -1.0% |
| 3M | -5.9% | +21.9% | -27.8% | -15.9% |
| 6M | +5.7% | +36.5% | -30.8% | -11.9% |
| YTD | -8.0% | +19.0% | -26.9% | -17.0% |
| 1Y | +6.0% | +21.0% | -15.0% | -5.8% |
| 3Y | +19.6% | +69.9% | -50.3% | -8.9% |
| All | +10.8% | +56.3% | -45.5% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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