-8.8%
AAL vs VTR
+134.0%
-142.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.9% |
| 7D | -0.9% | -1.8% | +0.9% | -0.6% |
| 30D | -16.0% | +4.0% | -20.0% | -16.6% |
| 3M | -4.2% | +7.8% | -12.1% | -6.3% |
| 6M | +15.7% | +6.4% | +9.3% | +13.3% |
| YTD | -16.2% | +18.3% | -34.5% | -19.4% |
| 1Y | +0.2% | +33.9% | -33.7% | -6.1% |
| All | -8.8% | +134.0% | -142.8% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling