-66.0%
AAL vs VST
+1,169.0%
-1,235.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.6% |
| 7D | +3.4% | +10.9% | -7.5% | +0.3% |
| 30D | +11.7% | -15.6% | +27.3% | +16.2% |
| 3M | -7.8% | -7.8% | 0.0% | -7.1% |
| 6M | +10.2% | -12.0% | +22.2% | +11.9% |
| YTD | -8.0% | -16.9% | +8.9% | -6.2% |
| 1Y | +8.5% | -25.1% | +33.6% | +13.7% |
| 3Y | +19.5% | +297.1% | -277.6% | -40.8% |
| 5Y | -33.9% | +641.9% | -675.8% | -74.9% |
| 10Y | -66.0% | +1,142.3% | -1,208.3% | -88.6% |
| All | -66.0% | +1,169.0% | -1,235.1% | -88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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