-27.8%
AAL vs VRSN
+1,479.7%
-1,507.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.7% | +1.5% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | -20.8% | -0.2% | -20.6% | -20.8% |
| 3M | -1.3% | -0.3% | -1.0% | -2.1% |
| 6M | +5.4% | +23.0% | -17.6% | -8.3% |
| YTD | -14.4% | +21.3% | -35.7% | -25.5% |
| 1Y | +2.1% | +6.7% | -4.6% | -4.7% |
| 3Y | -10.6% | +45.0% | -55.5% | -31.8% |
| 5Y | -32.2% | +35.0% | -67.2% | -47.0% |
| 10Y | -62.7% | +276.3% | -339.0% | -85.8% |
| All | -27.8% | +1,479.7% | -1,507.5% | -89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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