-65.5%
AAL vs VSH
+117.5%
-183.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -1.0% |
| 7D | +10.1% | -1.6% | +11.6% | +9.9% |
| 30D | +10.6% | -21.3% | +31.9% | +21.4% |
| 3M | -5.9% | -18.9% | +13.0% | 0.0% |
| 6M | +5.7% | -21.4% | +27.1% | +2.0% |
| YTD | -8.0% | +86.8% | -94.8% | -48.5% |
| 1Y | +6.0% | +85.8% | -79.7% | -40.7% |
| 3Y | +19.6% | +30.1% | -10.6% | -24.1% |
| 5Y | -34.6% | +42.8% | -77.4% | -62.1% |
| 10Y | -65.5% | +121.2% | -186.7% | -85.0% |
| All | -65.5% | +117.5% | -183.0% | -85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling