-32.6%
AAL vs VYM
+77.5%
-110.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | 0.0% |
| 7D | -0.9% | -0.8% | -0.1% | +0.5% |
| 30D | -12.9% | -2.2% | -10.6% | -9.2% |
| 3M | -11.2% | +3.1% | -14.3% | -15.6% |
| 6M | +17.8% | +9.7% | +8.1% | +0.7% |
| YTD | -15.1% | +14.9% | -30.0% | -32.8% |
| 1Y | +0.5% | +17.6% | -17.1% | -23.5% |
| 3Y | -7.7% | +65.3% | -73.0% | -59.2% |
| All | -32.6% | +77.5% | -110.1% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling