-65.1%
AAL vs A
+236.6%
-301.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.7% | +1.1% |
| 7D | -1.3% | -4.4% | +3.1% | +1.3% |
| 30D | -13.7% | -2.7% | -11.1% | -12.5% |
| 3M | -8.2% | +7.0% | -15.2% | -12.4% |
| 6M | +13.1% | +24.6% | -11.5% | -2.8% |
| YTD | -15.6% | +7.0% | -22.6% | -20.7% |
| 1Y | +1.4% | +15.6% | -14.2% | -9.8% |
| 3Y | -7.4% | +29.9% | -37.4% | -25.6% |
| 5Y | -35.9% | -15.4% | -20.6% | -34.6% |
| 10Y | -65.1% | +248.9% | -314.0% | -85.4% |
| All | -65.1% | +236.6% | -301.8% | -85.4% |
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