-36.4%
AAL vs AA
-9.6%
-26.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.8% | +1.7% | +5.8% |
| 7D | +8.3% | +4.8% | +3.4% | +6.9% |
| 30D | +11.0% | -0.6% | +11.6% | +11.2% |
| 3M | -11.2% | -16.3% | +5.1% | -7.0% |
| 6M | +6.1% | -33.4% | +39.5% | +17.0% |
| YTD | -7.6% | -20.7% | +13.1% | -5.6% |
| 1Y | +3.7% | +12.9% | -9.2% | -5.6% |
| 3Y | +20.5% | +75.7% | -55.2% | -9.1% |
| 5Y | -36.4% | -6.8% | -29.6% | -52.7% |
| All | -36.4% | -9.6% | -26.8% | -52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling