-8.8%
AAL vs VYM
+64.0%
-72.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | +0.3% |
| 7D | -0.9% | -1.9% | +0.9% | +2.7% |
| 30D | -16.0% | -2.6% | -13.4% | -11.6% |
| 3M | -4.2% | +3.6% | -7.8% | -10.1% |
| 6M | +15.7% | +8.7% | +7.0% | -0.6% |
| YTD | -16.2% | +14.1% | -30.3% | -34.0% |
| 1Y | +0.2% | +17.8% | -17.6% | -25.6% |
| All | -8.8% | +64.0% | -72.8% | -62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling