-32.6%
AAL vs VTRS
+47.1%
-79.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +0.9% |
| 7D | -0.9% | -2.2% | +1.3% | +0.1% |
| 30D | -12.9% | +3.3% | -16.2% | -14.3% |
| 3M | -11.2% | +2.0% | -13.2% | -12.5% |
| 6M | +17.8% | +19.9% | -2.1% | +7.4% |
| YTD | -15.1% | +35.7% | -50.9% | -28.0% |
| 1Y | +0.5% | +68.1% | -67.6% | -23.9% |
| 3Y | -7.7% | +87.1% | -94.8% | -37.8% |
| All | -32.6% | +47.1% | -79.7% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 5y: compounded portfolio wealth divided by compounded VTRS 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…
5y analysis · Full analysis span regression · 6 months rolling