-36.1%
AAL vs VSAT
+55.7%
-91.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.2% | -4.9% | -2.2% |
| 7D | -0.3% | +17.3% | -17.6% | -2.8% |
| 30D | -19.0% | -3.3% | -15.7% | -18.8% |
| 3M | -5.1% | +18.7% | -23.8% | -9.0% |
| 6M | +15.5% | +77.6% | -62.1% | +3.1% |
| YTD | -15.8% | +125.6% | -141.4% | -28.5% |
| 1Y | -0.3% | +158.3% | -158.6% | -18.0% |
| 3Y | -7.7% | +226.1% | -233.8% | -33.6% |
| All | -36.1% | +55.7% | -91.8% | -55.8% |
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