-64.8%
AAL vs VWO
+117.1%
-181.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +0.5% |
| 7D | -0.9% | -1.8% | +0.9% | +1.1% |
| 30D | -12.9% | -0.1% | -12.8% | -12.8% |
| 3M | -11.2% | +2.2% | -13.4% | -13.4% |
| 6M | +17.8% | +8.8% | +9.1% | +7.8% |
| YTD | -15.1% | +12.4% | -27.5% | -25.2% |
| 1Y | +0.5% | +15.6% | -15.1% | -14.2% |
| 3Y | -7.7% | +62.5% | -70.2% | -45.6% |
| 5Y | -31.3% | +34.3% | -65.6% | -49.7% |
| All | -64.8% | +117.1% | -181.9% | -83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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