-36.4%
AAL vs VSAT
+33.0%
-69.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +16.3% | -8.9% | +4.9% |
| 7D | +8.3% | +0.4% | +7.9% | +7.8% |
| 30D | +11.0% | +3.3% | +7.7% | +9.7% |
| 3M | -11.2% | -7.5% | -3.7% | -11.1% |
| 6M | +6.1% | +6.2% | -0.2% | +2.2% |
| YTD | -7.6% | +115.8% | -123.4% | -21.8% |
| 1Y | +3.7% | +107.7% | -103.9% | -12.0% |
| 3Y | +20.5% | +292.0% | -271.5% | -17.2% |
| 5Y | -36.4% | +35.3% | -71.7% | -42.4% |
| All | -36.4% | +33.0% | -69.4% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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