-32.5%
AAL vs VMC
+52.4%
-84.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | 0.0% | -0.5% |
| 7D | -0.3% | -0.5% | +0.2% | +0.1% |
| 30D | -19.0% | -9.1% | -9.9% | -13.1% |
| 3M | -5.1% | -4.1% | -0.9% | -2.1% |
| 6M | +15.5% | -5.5% | +21.0% | +20.0% |
| YTD | -15.8% | -8.9% | -6.9% | -11.3% |
| 1Y | -0.3% | -12.9% | +12.6% | +8.1% |
| 3Y | -7.7% | +22.1% | -29.8% | -24.8% |
| 5Y | -32.5% | +52.7% | -85.2% | -52.4% |
| All | -32.5% | +52.4% | -84.9% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling