-27.8%
AAL vs VTR
+540.8%
-568.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +2.5% |
| 7D | -3.7% | -1.7% | -2.1% | -2.8% |
| 30D | -20.8% | -2.4% | -18.4% | -19.9% |
| 3M | -1.3% | +14.8% | -16.1% | -10.6% |
| 6M | +5.4% | +5.3% | 0.0% | +0.6% |
| YTD | -14.4% | +18.1% | -32.4% | -24.0% |
| 1Y | +2.1% | +36.7% | -34.6% | -17.9% |
| 3Y | -10.6% | +130.1% | -140.6% | -50.4% |
| 5Y | -32.2% | +89.5% | -121.7% | -58.4% |
| 10Y | -62.7% | +87.4% | -150.1% | -80.6% |
| All | -27.8% | +540.8% | -568.6% | -86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling