-8.8%
AAL vs VTV
+66.4%
-75.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | +0.7% |
| 7D | -0.9% | -2.1% | +1.1% | +3.2% |
| 30D | -16.0% | -1.3% | -14.6% | -13.7% |
| 3M | -4.2% | +5.6% | -9.9% | -13.8% |
| 6M | +15.7% | +12.4% | +3.3% | -7.4% |
| YTD | -16.2% | +17.6% | -33.8% | -38.2% |
| 1Y | +0.2% | +23.5% | -23.3% | -32.6% |
| All | -8.8% | +66.4% | -75.2% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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