+1.4%
AAL vs A
+13.9%
-12.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.7% | +0.7% |
| 7D | -1.3% | -4.4% | +3.1% | 0.0% |
| 30D | -13.7% | -2.7% | -11.1% | -13.0% |
| 3M | -8.2% | +7.0% | -15.2% | -10.5% |
| 6M | +13.1% | +24.6% | -11.5% | +3.8% |
| YTD | -15.6% | +7.0% | -22.6% | -18.2% |
| 1Y | +1.4% | +15.6% | -14.2% | -2.2% |
| All | +1.4% | +13.9% | -12.5% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling