-64.6%
AAL vs VST
+866.2%
-930.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -6.2% | +1.0% | -3.4% |
| 7D | +1.2% | -19.9% | +21.1% | +7.1% |
| 30D | -0.5% | -29.7% | +29.1% | +9.0% |
| 3M | -22.0% | -19.6% | -2.4% | -18.2% |
| 6M | +4.5% | -29.4% | +33.9% | +13.0% |
| YTD | -15.7% | -29.7% | +14.1% | -9.7% |
| 1Y | -3.7% | -40.0% | +36.4% | +7.8% |
| 3Y | +7.9% | +231.0% | -223.1% | -42.9% |
| 5Y | -40.7% | +500.1% | -540.8% | -75.6% |
| 10Y | -66.3% | +1,004.2% | -1,070.5% | -87.9% |
| All | -64.6% | +866.2% | -930.8% | -87.3% |
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