-77.4%
AAL vs VYM
+487.3%
-564.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +1.2% |
| 7D | -1.3% | -1.0% | -0.3% | +0.4% |
| 30D | -13.7% | -2.0% | -11.7% | -10.4% |
| 3M | -8.2% | +3.1% | -11.2% | -12.6% |
| 6M | +13.1% | +8.9% | +4.2% | -2.3% |
| YTD | -15.6% | +14.7% | -30.3% | -33.5% |
| 1Y | +1.4% | +19.4% | -18.0% | -25.6% |
| 3Y | -7.4% | +65.4% | -72.8% | -61.1% |
| 5Y | -35.9% | +77.6% | -113.5% | -75.8% |
| 10Y | -65.1% | +207.8% | -272.9% | -95.1% |
| All | -77.4% | +487.3% | -564.6% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded VYM 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling