-29.0%
AAL vs VTV
+587.1%
-616.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -0.3% |
| 7D | -0.3% | +0.3% | -0.6% | -0.8% |
| 30D | -19.0% | +0.1% | -19.2% | -19.2% |
| 3M | -5.1% | +6.2% | -11.3% | -13.9% |
| 6M | +15.5% | +13.5% | +2.0% | -5.9% |
| YTD | -15.8% | +18.9% | -34.6% | -36.3% |
| 1Y | -0.3% | +25.8% | -26.1% | -31.3% |
| 3Y | -7.7% | +68.7% | -76.4% | -59.9% |
| 5Y | -32.5% | +80.3% | -112.8% | -73.0% |
| 10Y | -66.0% | +226.3% | -292.3% | -94.6% |
| All | -29.0% | +587.1% | -616.1% | -96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling