+647.0%
VRT vs AAL
-36.0%
+683.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +7.4% | +2.2% | +6.3% |
| 7D | -10.6% | +8.3% | -18.9% | -13.8% |
| 30D | -17.4% | +11.0% | -28.4% | -21.5% |
| 3M | -26.4% | -11.2% | -15.2% | -22.9% |
| 6M | -41.0% | +6.1% | -47.1% | -44.1% |
| YTD | +23.8% | -7.6% | +31.5% | +23.0% |
| 1Y | +11.6% | +3.7% | +7.9% | +4.4% |
| 3Y | +403.5% | +20.5% | +383.0% | +281.9% |
| 5Y | +647.0% | -36.4% | +683.4% | +640.8% |
| All | +647.0% | -36.0% | +683.0% | +640.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling