-6.2%
AAL vs AA
+75.5%
-81.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.8% |
| 7D | -3.7% | -0.7% | -3.0% | -3.6% |
| 30D | -20.8% | +5.0% | -25.8% | -22.2% |
| 3M | -1.3% | -35.8% | +34.5% | +11.1% |
| 6M | +5.4% | -18.4% | +23.8% | +8.4% |
| YTD | -14.4% | -5.5% | -8.9% | -17.2% |
| 1Y | +2.1% | +61.0% | -58.9% | -19.2% |
| All | -6.2% | +75.5% | -81.7% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling