-27.8%
AAL vs VUG
+1,180.7%
-1,208.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.9% |
| 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% | -0.5% |
| 6M | +5.4% | +14.6% | -9.2% | -12.3% |
| YTD | -14.4% | +9.0% | -23.4% | -23.7% |
| 1Y | +2.1% | +14.9% | -12.8% | -15.7% |
| 3Y | -10.6% | +86.0% | -96.6% | -62.5% |
| 5Y | -32.2% | +76.7% | -108.9% | -69.7% |
| 10Y | -62.7% | +411.3% | -474.0% | -97.2% |
| All | -27.8% | +1,180.7% | -1,208.6% | -98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling