-36.4%
AAL vs VSH
+41.5%
-77.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +13.4% | -6.0% | +2.4% |
| 7D | +8.3% | +3.5% | +4.8% | +6.0% |
| 30D | +11.0% | -22.4% | +33.4% | +20.2% |
| 3M | -11.2% | -25.2% | +14.0% | -3.5% |
| 6M | +6.1% | -22.5% | +28.6% | +2.8% |
| YTD | -7.6% | +84.2% | -91.8% | -44.4% |
| 1Y | +3.7% | +87.1% | -83.3% | -38.3% |
| 3Y | +20.5% | +31.7% | -11.2% | -20.4% |
| 5Y | -36.4% | +42.6% | -79.0% | -65.0% |
| All | -36.4% | +41.5% | -77.9% | -65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling