-36.4%
AAL vs VST
+632.2%
-668.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +7.3% | +0.1% | +5.6% |
| 7D | +8.3% | -0.5% | +8.8% | +7.7% |
| 30D | +11.0% | -17.1% | +28.0% | +15.3% |
| 3M | -11.2% | -4.6% | -6.6% | -11.4% |
| 6M | +6.1% | -9.1% | +15.1% | +6.4% |
| YTD | -7.6% | -16.6% | +9.0% | -6.1% |
| 1Y | +3.7% | -29.5% | +33.2% | +9.7% |
| 3Y | +20.5% | +297.5% | -277.0% | -40.9% |
| 5Y | -36.4% | +654.5% | -690.9% | -79.1% |
| All | -36.4% | +632.2% | -668.6% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling