-27.8%
AAL vs A
+654.3%
-682.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.8% |
| 7D | -3.7% | -1.9% | -1.8% | -2.3% |
| 30D | -20.8% | +6.9% | -27.7% | -24.9% |
| 3M | -1.3% | +9.2% | -10.5% | -8.4% |
| 6M | +5.4% | +25.7% | -20.3% | -13.3% |
| YTD | -14.4% | +11.5% | -25.9% | -23.5% |
| 1Y | +2.1% | +18.4% | -16.3% | -13.6% |
| 3Y | -10.6% | +26.6% | -37.2% | -30.5% |
| 5Y | -32.2% | -12.8% | -19.4% | -33.0% |
| 10Y | -62.7% | +247.2% | -309.9% | -88.5% |
| All | -27.8% | +654.3% | -682.2% | -90.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling