-66.0%
AAL vs VUG
+405.4%
-471.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.7% | -1.8% |
| 7D | +3.4% | -1.1% | +4.5% | +4.7% |
| 30D | +11.7% | -7.0% | +18.7% | +20.6% |
| 3M | -7.8% | -3.7% | -4.1% | -4.1% |
| 6M | +10.2% | -1.6% | +11.9% | +12.2% |
| YTD | -8.0% | +5.1% | -13.2% | -12.4% |
| 1Y | +8.5% | +3.8% | +4.8% | +4.8% |
| 3Y | +19.5% | +79.9% | -60.4% | -34.9% |
| 5Y | -33.9% | +66.4% | -100.3% | -60.9% |
| 10Y | -66.0% | +405.3% | -471.3% | -95.2% |
| All | -66.0% | +405.4% | -471.4% | -95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 10y: compounded portfolio wealth divided by compounded VUG 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…
10y analysis · Full analysis span regression · 6 months rolling