-22.2%
AAL vs VO
+617.9%
-640.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.7% | +4.7% | +3.2% |
| 7D | +8.3% | -0.1% | +8.4% | +8.8% |
| 30D | +11.0% | +0.5% | +10.5% | +10.7% |
| 3M | -11.2% | -1.0% | -10.1% | -9.3% |
| 6M | +6.1% | +6.4% | -0.4% | -2.7% |
| YTD | -7.6% | +13.6% | -21.2% | -22.8% |
| 1Y | +3.7% | +14.5% | -10.7% | -14.3% |
| 3Y | +20.5% | +67.2% | -46.7% | -42.4% |
| 5Y | -36.4% | +36.1% | -72.5% | -56.9% |
| 10Y | -65.4% | +199.3% | -264.8% | -92.8% |
| All | -22.2% | +617.9% | -640.1% | -94.9% |
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