-68.6%
AAL vs VMC
+125.2%
-193.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.7% |
| 7D | -0.1% | -1.3% | +1.2% | +0.9% |
| 30D | +11.7% | +15.5% | -3.8% | +1.9% |
| 3M | -12.5% | +0.6% | -13.1% | -12.8% |
| 6M | +3.6% | +2.1% | +1.6% | +2.3% |
| YTD | -14.1% | -1.6% | -12.5% | -14.0% |
| 1Y | +0.8% | -1.2% | +1.9% | +0.5% |
| 3Y | +11.8% | +35.3% | -23.5% | -10.1% |
| 5Y | -35.1% | +43.6% | -78.7% | -50.1% |
| All | -68.6% | +125.2% | -193.8% | -82.2% |
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