-28.9%
AAL vs VWO
+277.6%
-306.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.8% |
| 7D | -1.3% | +0.2% | -1.5% | -1.4% |
| 30D | -13.7% | +0.9% | -14.6% | -14.4% |
| 3M | -8.2% | +4.3% | -12.4% | -11.4% |
| 6M | +13.1% | +10.5% | +2.6% | +3.9% |
| YTD | -15.6% | +13.4% | -29.0% | -24.2% |
| 1Y | +1.4% | +18.6% | -17.2% | -12.5% |
| 3Y | -7.4% | +65.8% | -73.2% | -40.2% |
| 5Y | -35.9% | +35.2% | -71.2% | -49.6% |
| 10Y | -65.1% | +116.6% | -181.8% | -81.3% |
| All | -28.9% | +277.6% | -306.5% | -78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling