-77.4%
AAL vs VYM
+490.3%
-567.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -0.9% |
| 7D | -0.3% | +0.1% | -0.4% | -0.6% |
| 30D | -19.0% | -1.3% | -17.7% | -17.1% |
| 3M | -5.1% | +4.1% | -9.1% | -11.2% |
| 6M | +15.5% | +9.8% | +5.7% | -1.7% |
| YTD | -15.8% | +15.3% | -31.1% | -34.2% |
| 1Y | -0.3% | +20.0% | -20.3% | -27.5% |
| 3Y | -7.7% | +66.2% | -73.9% | -61.6% |
| 5Y | -32.5% | +77.5% | -110.0% | -74.5% |
| 10Y | -66.0% | +201.7% | -267.7% | -95.0% |
| All | -77.4% | +490.3% | -567.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling