-27.8%
AAL vs VMC
+372.2%
-400.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.6% |
| 7D | -3.7% | -4.3% | +0.6% | -0.8% |
| 30D | -20.8% | -8.2% | -12.6% | -16.1% |
| 3M | -1.3% | -7.0% | +5.8% | +3.6% |
| 6M | +5.4% | -10.8% | +16.1% | +13.7% |
| YTD | -14.4% | -7.4% | -7.0% | -10.7% |
| 1Y | +2.1% | -9.5% | +11.6% | +7.6% |
| 3Y | -10.6% | +20.5% | -31.0% | -22.9% |
| 5Y | -32.2% | +51.6% | -83.8% | -50.1% |
| 10Y | -62.7% | +150.0% | -212.8% | -82.0% |
| All | -27.8% | +372.2% | -400.1% | -81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling