-27.6%
AAL vs VRSN
+1,592.9%
-1,620.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.1% |
| 7D | -0.1% | +1.4% | -1.5% | -0.9% |
| 30D | +11.7% | +3.9% | +7.9% | +9.3% |
| 3M | -12.5% | +9.3% | -21.9% | -17.1% |
| 6M | +3.6% | +6.7% | -3.0% | -1.5% |
| YTD | -14.1% | +30.0% | -44.1% | -28.3% |
| 1Y | +0.8% | +26.0% | -25.2% | -14.4% |
| 3Y | +11.8% | +53.1% | -41.3% | -17.3% |
| 5Y | -35.1% | +35.0% | -70.1% | -49.1% |
| 10Y | -68.3% | +291.7% | -360.0% | -88.1% |
| All | -27.6% | +1,592.9% | -1,620.5% | -90.0% |
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