-22.5%
AAL vs A
+786.1%
-808.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.3% |
| 7D | +3.4% | -0.1% | +3.6% | +3.7% |
| 30D | +11.7% | +3.3% | +8.4% | +9.1% |
| 3M | -7.8% | +18.5% | -26.3% | -19.0% |
| 6M | +10.2% | +59.3% | -49.1% | -24.1% |
| YTD | -8.0% | +31.0% | -39.0% | -27.2% |
| 1Y | +8.5% | +19.3% | -10.8% | -8.1% |
| 3Y | +19.5% | +66.8% | -47.3% | -24.4% |
| 5Y | -33.9% | +15.5% | -49.4% | -46.9% |
| 10Y | -66.0% | +312.3% | -378.4% | -90.8% |
| All | -22.5% | +786.1% | -808.6% | -91.4% |
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 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