-33.5%
AAL vs VRSK
-11.9%
-21.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | -0.9% | -7.7% | +6.8% | +1.0% |
| 30D | -16.0% | -2.8% | -13.1% | -15.5% |
| 3M | -4.2% | -3.7% | -0.5% | -3.9% |
| 6M | +15.7% | -12.8% | +28.4% | +18.9% |
| YTD | -16.2% | -21.0% | +4.8% | -11.1% |
| 1Y | +0.2% | -32.5% | +32.7% | +12.9% |
| 3Y | -8.1% | -26.5% | +18.4% | -4.0% |
| All | -33.5% | -11.9% | -21.5% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling