-6.2%
AAL vs A
+30.8%
-37.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.9% |
| 7D | -3.7% | -1.9% | -1.8% | -2.8% |
| 30D | -20.8% | +6.9% | -27.7% | -23.6% |
| 3M | -1.3% | +9.2% | -10.5% | -6.2% |
| 6M | +5.4% | +25.7% | -20.3% | -8.0% |
| YTD | -14.4% | +11.5% | -25.9% | -20.2% |
| 1Y | +2.1% | +18.4% | -16.3% | -8.8% |
| All | -6.2% | +30.8% | -37.0% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling