-38.5%
AAL vs VSXY
+93.0%
-131.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.5% | -1.4% |
| 7D | -0.1% | -1.7% | +1.7% | +0.4% |
| 30D | +11.7% | +20.1% | -8.4% | +6.9% |
| 3M | -12.5% | +16.6% | -29.1% | -16.3% |
| 6M | +3.6% | +134.9% | -131.3% | -19.7% |
| YTD | -14.1% | +96.0% | -110.1% | -30.5% |
| 1Y | +0.8% | +203.8% | -203.0% | -27.7% |
| 3Y | +11.8% | +465.3% | -453.5% | -37.6% |
| 5Y | -35.1% | +106.3% | -141.4% | -54.4% |
| All | -38.5% | +93.0% | -131.5% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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