-68.6%
AAL vs VTR
+130.3%
-198.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -0.7% |
| 7D | -0.1% | +0.2% | -0.3% | -0.1% |
| 30D | +11.7% | +5.5% | +6.2% | +8.9% |
| 3M | -12.5% | -0.9% | -11.6% | -12.4% |
| 6M | +3.6% | -0.4% | +4.0% | +2.6% |
| YTD | -14.1% | +17.0% | -31.1% | -21.4% |
| 1Y | +0.8% | +18.0% | -17.2% | -8.3% |
| 3Y | +11.8% | +127.4% | -115.6% | -28.9% |
| 5Y | -35.1% | +92.3% | -127.4% | -55.6% |
| All | -68.6% | +130.3% | -198.9% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 10y: compounded portfolio wealth divided by compounded VTR 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…
10y analysis · Full analysis span regression · 6 months rolling