-66.0%
AAL vs VMC
+129.3%
-195.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.6% |
| 7D | +3.4% | -4.3% | +7.7% | +6.6% |
| 30D | +11.7% | +16.2% | -4.5% | +1.4% |
| 3M | -7.8% | -0.8% | -7.0% | -7.3% |
| 6M | +10.2% | +1.2% | +9.1% | +9.4% |
| YTD | -8.0% | +0.5% | -8.5% | -9.2% |
| 1Y | +8.5% | -2.9% | +11.4% | +9.5% |
| 3Y | +19.5% | +37.3% | -17.9% | -4.9% |
| 5Y | -33.9% | +48.8% | -82.7% | -50.3% |
| 10Y | -66.0% | +131.4% | -197.4% | -81.1% |
| All | -66.0% | +129.3% | -195.3% | -81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling