-27.8%
AAL vs VO
+621.7%
-649.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.6% |
| 7D | -3.7% | -0.3% | -3.5% | -3.3% |
| 30D | -20.8% | -0.3% | -20.5% | -20.4% |
| 3M | -1.3% | +2.9% | -4.2% | -5.1% |
| 6M | +5.4% | +9.3% | -4.0% | -7.1% |
| YTD | -14.4% | +14.2% | -28.5% | -29.3% |
| 1Y | +2.1% | +15.3% | -13.2% | -16.6% |
| 3Y | -10.6% | +56.2% | -66.8% | -52.8% |
| 5Y | -32.2% | +42.4% | -74.7% | -57.6% |
| 10Y | -62.7% | +194.7% | -257.5% | -92.1% |
| All | -27.8% | +621.7% | -649.5% | -95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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