+468.5%
AAL vs VT
+374.2%
+94.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.3% |
| 7D | -3.7% | +0.4% | -4.2% | -4.4% |
| 30D | -20.8% | +1.0% | -21.8% | -21.9% |
| 3M | -1.3% | +2.4% | -3.7% | -4.3% |
| 6M | +5.4% | +12.0% | -6.6% | -9.7% |
| YTD | -14.4% | +15.3% | -29.7% | -29.7% |
| 1Y | +2.1% | +22.6% | -20.5% | -23.2% |
| 3Y | -10.6% | +74.7% | -85.2% | -58.5% |
| 5Y | -32.2% | +66.1% | -98.4% | -64.8% |
| 10Y | -62.7% | +225.0% | -287.7% | -92.0% |
| All | +468.5% | +374.2% | +94.3% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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