+0.5%
AAL vs VRSK
-32.3%
+32.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.3% |
| 7D | -0.9% | -5.2% | +4.2% | -1.3% |
| 30D | -12.9% | -2.3% | -10.5% | -13.0% |
| 3M | -11.2% | -2.9% | -8.3% | -11.2% |
| 6M | +17.8% | -12.8% | +30.6% | +15.6% |
| YTD | -15.1% | -20.8% | +5.7% | -16.4% |
| 1Y | +0.5% | -33.2% | +33.7% | +0.2% |
| All | +0.5% | -32.3% | +32.8% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling