-45.5%
VRT vs AAL
+8.8%
-54.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +7.4% | +2.2% | +7.8% |
| 7D | -10.6% | +8.3% | -18.9% | -11.9% |
| 30D | -17.4% | +11.0% | -28.4% | -19.1% |
| 3M | -26.4% | -11.2% | -15.2% | -24.4% |
| All | -45.5% | +8.8% | -54.2% | -45.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling