+223.0%
AAL vs VRSK
+593.4%
-370.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.4% |
| 7D | -1.3% | -5.4% | +4.1% | +1.0% |
| 30D | -13.7% | -1.8% | -12.0% | -13.4% |
| 3M | -8.2% | -2.2% | -5.9% | -8.2% |
| 6M | +13.1% | -14.9% | +28.0% | +19.2% |
| YTD | -15.6% | -20.0% | +4.4% | -9.4% |
| 1Y | +1.4% | -33.1% | +34.6% | +18.0% |
| 3Y | -7.4% | -25.6% | +18.2% | -1.0% |
| 5Y | -35.9% | -10.1% | -25.8% | -39.2% |
| 10Y | -65.1% | +128.4% | -193.5% | -81.9% |
| All | +223.0% | +593.4% | -370.4% | -11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling