-64.8%
AAL vs VTR
+99.2%
-164.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.5% |
| 7D | -0.9% | -0.3% | -0.6% | -0.8% |
| 30D | -12.9% | +1.1% | -14.0% | -13.4% |
| 3M | -11.2% | +7.9% | -19.1% | -15.1% |
| 6M | +17.8% | +6.2% | +11.7% | +13.3% |
| YTD | -15.1% | +17.7% | -32.9% | -22.4% |
| 1Y | +0.5% | +32.9% | -32.4% | -13.8% |
| 3Y | -7.7% | +129.7% | -137.4% | -41.4% |
| 5Y | -31.3% | +89.3% | -120.7% | -52.5% |
| All | -64.8% | +99.2% | -164.0% | -81.2% |
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