-64.8%
AAL vs VRSK
+126.1%
-190.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | -0.9% | -5.2% | +4.2% | +0.9% |
| 30D | -12.9% | -2.3% | -10.5% | -12.4% |
| 3M | -11.2% | -2.9% | -8.3% | -11.0% |
| 6M | +17.8% | -12.8% | +30.6% | +22.2% |
| YTD | -15.1% | -20.8% | +5.7% | -9.1% |
| 1Y | +0.5% | -33.2% | +33.7% | +15.5% |
| 3Y | -7.7% | -26.6% | +18.9% | -1.5% |
| 5Y | -31.3% | -11.3% | -20.0% | -35.1% |
| All | -64.8% | +126.1% | -190.9% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 10y: compounded portfolio wealth divided by compounded VRSK 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…
10y analysis · Full analysis span regression · 6 months rolling