-65.1%
AAL vs VUG
+410.7%
-475.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.8% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | -13.7% | -1.7% | -12.1% | -12.2% |
| 3M | -8.2% | +2.8% | -11.0% | -10.6% |
| 6M | +13.1% | +13.6% | -0.5% | -0.7% |
| YTD | -15.6% | +8.1% | -23.7% | -21.9% |
| 1Y | +1.4% | +13.1% | -11.7% | -10.7% |
| 3Y | -7.4% | +87.0% | -94.4% | -51.6% |
| 5Y | -35.9% | +76.0% | -111.9% | -64.2% |
| 10Y | -65.1% | +420.5% | -485.6% | -94.7% |
| All | -65.1% | +410.7% | -475.8% | -94.7% |
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