-64.0%
AAL vs VST
+1,175.7%
-1,239.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.3% | +0.2% |
| 7D | -3.7% | +8.9% | -12.6% | -6.2% |
| 30D | -20.8% | +6.2% | -27.0% | -22.3% |
| 3M | -1.3% | -2.7% | +1.4% | -1.3% |
| 6M | +5.4% | -8.4% | +13.7% | +6.8% |
| YTD | -14.4% | -7.2% | -7.2% | -14.2% |
| 1Y | +2.1% | -20.9% | +23.0% | +6.3% |
| 3Y | -10.6% | +384.0% | -394.5% | -57.6% |
| 5Y | -32.2% | +757.1% | -789.3% | -74.8% |
| All | -64.0% | +1,175.7% | -1,239.7% | -87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling