-65.5%
AAL vs AA
+45.1%
-110.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | +1.4% |
| 7D | +10.1% | +1.2% | +8.8% | +9.6% |
| 30D | +10.6% | -5.0% | +15.6% | +12.8% |
| 3M | -5.9% | -22.2% | +16.3% | +3.2% |
| 6M | +5.7% | -36.3% | +42.0% | +23.0% |
| YTD | -8.0% | -24.2% | +16.2% | -3.4% |
| 1Y | +6.0% | +3.9% | +2.1% | -3.1% |
| 3Y | +19.6% | +67.6% | -48.0% | -18.3% |
| 5Y | -34.6% | -8.8% | -25.7% | -50.3% |
| 10Y | -65.5% | +45.0% | -110.4% | -87.2% |
| All | -65.5% | +45.1% | -110.5% | -87.2% |
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