-28.9%
AAL vs VNQ
+288.1%
-317.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.3% | +1.3% |
| 7D | -1.3% | -0.9% | -0.4% | -0.5% |
| 30D | -13.7% | -2.2% | -11.5% | -11.8% |
| 3M | -8.2% | -1.9% | -6.2% | -6.5% |
| 6M | +13.1% | +3.2% | +9.9% | +9.8% |
| YTD | -15.6% | +9.4% | -25.0% | -22.7% |
| 1Y | +1.4% | +7.5% | -6.1% | -5.5% |
| 3Y | -7.4% | +31.1% | -38.5% | -29.8% |
| 5Y | -35.9% | +6.6% | -42.5% | -39.4% |
| 10Y | -65.1% | +63.9% | -129.1% | -78.7% |
| All | -28.9% | +288.1% | -317.0% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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