+19.6%
AAL vs VUG
+79.7%
-60.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | +0.5% |
| 7D | +10.1% | -1.2% | +11.3% | +11.7% |
| 30D | +10.6% | -8.9% | +19.4% | +22.7% |
| 3M | -5.9% | -5.9% | 0.0% | +0.7% |
| 6M | +5.7% | -3.3% | +9.0% | +9.6% |
| YTD | -8.0% | +3.4% | -11.4% | -11.5% |
| 1Y | +6.0% | +1.9% | +4.1% | +3.7% |
| 3Y | +19.6% | +76.9% | -57.3% | -37.2% |
| All | +19.6% | +79.7% | -60.1% | -37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling