-66.0%
AAL vs VST
+1,147.5%
-1,213.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.7% | +0.2% |
| 7D | +10.1% | -6.0% | +16.1% | +11.3% |
| 30D | +10.6% | -18.8% | +29.3% | +16.4% |
| 3M | -5.9% | -8.0% | +2.1% | -5.1% |
| 6M | +5.7% | -10.9% | +16.6% | +6.8% |
| YTD | -8.0% | -18.3% | +10.4% | -5.7% |
| 1Y | +6.0% | -29.9% | +35.9% | +13.3% |
| 3Y | +19.6% | +290.3% | -270.7% | -40.4% |
| 5Y | -34.6% | +635.3% | -669.9% | -75.1% |
| All | -66.0% | +1,147.5% | -1,213.4% | -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