+3.5%
VRT vs AAL
+1.7%
+1.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.8% | -3.0% |
| 7D | -17.7% | +10.1% | -27.8% | -19.5% |
| 30D | -20.0% | +10.6% | -30.6% | -22.0% |
| 3M | -28.1% | -5.9% | -22.1% | -27.0% |
| 6M | -42.8% | +5.7% | -48.5% | -43.8% |
| YTD | +20.0% | -8.0% | +27.9% | +13.1% |
| 1Y | +3.5% | +6.0% | -2.5% | -8.0% |
| All | +3.5% | +1.7% | +1.8% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 1y: compounded portfolio wealth divided by compounded AAL 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…
1y analysis · Full analysis span regression · 6 months rolling