-68.6%
AAL vs A
+302.9%
-371.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.4% |
| 7D | -0.1% | -0.5% | +0.4% | +0.3% |
| 30D | +11.7% | 0.0% | +11.7% | +11.8% |
| 3M | -12.5% | +16.7% | -29.2% | -20.4% |
| 6M | +3.6% | +54.8% | -51.2% | -21.9% |
| YTD | -14.1% | +28.8% | -42.9% | -27.8% |
| 1Y | +0.8% | +19.3% | -18.6% | -11.3% |
| 3Y | +11.8% | +65.5% | -53.7% | -22.4% |
| 5Y | -35.1% | +12.1% | -47.2% | -44.0% |
| All | -68.6% | +302.9% | -371.5% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling