-32.2%
AAL vs VTV
+78.5%
-110.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | +0.6% |
| 7D | -0.9% | -2.1% | +1.1% | +2.9% |
| 30D | -16.0% | -1.3% | -14.6% | -13.9% |
| 3M | -4.2% | +5.6% | -9.9% | -13.0% |
| 6M | +15.7% | +12.4% | +3.3% | -5.7% |
| YTD | -16.2% | +17.6% | -33.8% | -36.7% |
| 1Y | +0.2% | +23.5% | -23.3% | -30.4% |
| 3Y | -8.1% | +67.0% | -75.1% | -61.0% |
| 5Y | -32.2% | +80.5% | -112.7% | -72.8% |
| All | -32.2% | +78.5% | -110.7% | -72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling