-27.6%
AAL vs VO
+598.8%
-626.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.1% | +2.1% |
| 7D | +4.6% | -2.6% | +7.2% | +9.0% |
| 30D | +2.6% | -0.9% | +3.5% | +4.4% |
| 3M | -17.8% | -3.0% | -14.8% | -13.5% |
| 6M | +1.9% | +2.2% | -0.3% | -0.6% |
| YTD | -14.0% | +10.6% | -24.6% | -25.1% |
| 1Y | +0.2% | +12.5% | -12.3% | -15.0% |
| 3Y | +13.0% | +61.4% | -48.4% | -43.0% |
| 5Y | -39.6% | +33.4% | -73.0% | -57.9% |
| 10Y | -65.7% | +201.5% | -267.2% | -93.0% |
| All | -27.6% | +598.8% | -626.4% | -95.1% |
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