-27.8%
AAL vs VSH
+329.4%
-357.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.4% | -3.2% | -1.2% |
| 7D | -3.7% | +4.1% | -7.8% | -5.9% |
| 30D | -20.8% | -4.2% | -16.6% | -19.6% |
| 3M | -1.3% | -50.0% | +48.7% | +35.7% |
| 6M | +5.4% | +80.2% | -74.8% | -35.0% |
| YTD | -14.4% | +121.1% | -135.4% | -54.3% |
| 1Y | +2.1% | +112.0% | -109.9% | -45.1% |
| 3Y | -10.6% | +22.5% | -33.1% | -37.6% |
| 5Y | -32.2% | +64.0% | -96.3% | -61.3% |
| 10Y | -62.7% | +170.4% | -233.1% | -85.2% |
| All | -27.8% | +329.4% | -357.3% | -85.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling