-31.4%
AAL vs VUG
+76.6%
-108.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.8% |
| 7D | -3.7% | -0.1% | -3.6% | -3.6% |
| 30D | -20.8% | -0.3% | -20.5% | -20.5% |
| 3M | -1.3% | -0.7% | -0.6% | -0.6% |
| 6M | +5.4% | +14.6% | -9.2% | -9.1% |
| YTD | -14.4% | +9.0% | -23.4% | -21.9% |
| 1Y | +2.1% | +14.9% | -12.8% | -12.4% |
| 3Y | -10.6% | +86.0% | -96.6% | -54.9% |
| All | -31.4% | +76.6% | -108.0% | -63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling