-65.2%
AAL vs AA
+126.3%
-191.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.2% | -3.1% |
| 7D | -0.3% | +1.7% | -2.0% | -1.0% |
| 30D | -19.0% | +3.3% | -22.3% | -20.5% |
| 3M | -5.1% | -29.4% | +24.3% | +7.3% |
| 6M | +15.5% | -12.8% | +28.3% | +16.9% |
| YTD | -15.8% | -2.1% | -13.7% | -19.9% |
| 1Y | -0.3% | +62.8% | -63.1% | -24.6% |
| 3Y | -7.7% | +90.5% | -98.1% | -40.1% |
| 5Y | -32.5% | +19.1% | -51.6% | -54.5% |
| All | -65.2% | +126.3% | -191.5% | -89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling