-32.5%
AAL vs A
-14.2%
-18.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -0.3% |
| 7D | -0.3% | -2.1% | +1.7% | +0.8% |
| 30D | -19.0% | +0.6% | -19.6% | -19.4% |
| 3M | -5.1% | +10.9% | -16.0% | -10.7% |
| 6M | +15.5% | +28.2% | -12.7% | -0.9% |
| YTD | -15.8% | +8.6% | -24.4% | -20.8% |
| 1Y | -0.3% | +15.5% | -15.8% | -10.1% |
| 3Y | -7.7% | +31.8% | -39.5% | -25.3% |
| 5Y | -32.5% | -14.9% | -17.6% | -43.3% |
| All | -32.5% | -14.2% | -18.3% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling