-67.1%
AAL vs VST
+1,112.0%
-1,179.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.6% | -8.6% | -1.1% |
| 7D | +4.6% | -9.8% | +14.4% | +6.9% |
| 30D | +2.6% | -25.1% | +27.7% | +10.4% |
| 3M | -17.8% | -11.6% | -6.2% | -16.2% |
| 6M | +1.9% | -20.9% | +22.8% | +6.5% |
| YTD | -14.0% | -22.3% | +8.3% | -10.7% |
| 1Y | +0.2% | -32.0% | +32.2% | +8.0% |
| 3Y | +13.0% | +262.4% | -249.3% | -42.3% |
| 5Y | -39.6% | +563.4% | -603.0% | -76.2% |
| All | -67.1% | +1,112.0% | -1,179.2% | -88.7% |
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