-65.1%
AAL vs VMC
+146.8%
-211.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +2.3% |
| 7D | -1.3% | -5.3% | +4.0% | +2.2% |
| 30D | -13.7% | -12.3% | -1.5% | -6.3% |
| 3M | -8.2% | -10.3% | +2.1% | -1.6% |
| 6M | +13.1% | -8.6% | +21.7% | +19.5% |
| YTD | -15.6% | -11.9% | -3.7% | -9.4% |
| 1Y | +1.4% | -13.9% | +15.3% | +10.0% |
| 3Y | -7.4% | +18.2% | -25.6% | -18.6% |
| 5Y | -35.9% | +47.7% | -83.7% | -51.1% |
| 10Y | -65.1% | +152.5% | -217.6% | -79.5% |
| All | -65.1% | +146.8% | -211.9% | -79.5% |
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