-27.8%
AAL vs VSAT
+206.8%
-234.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.0% | -3.8% | -0.6% |
| 7D | -3.7% | +11.8% | -15.5% | -7.6% |
| 30D | -20.8% | -7.0% | -13.8% | -19.2% |
| 3M | -1.3% | +3.3% | -4.6% | -6.6% |
| 6M | +5.4% | +57.4% | -52.1% | -17.1% |
| YTD | -14.4% | +118.6% | -132.9% | -42.6% |
| 1Y | +2.1% | +150.2% | -148.1% | -37.2% |
| 3Y | -10.6% | +160.7% | -171.3% | -61.0% |
| 5Y | -32.2% | +51.2% | -83.4% | -68.4% |
| 10Y | -62.7% | -0.7% | -62.1% | -80.2% |
| All | -27.8% | +206.8% | -234.6% | -87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling