+5.4%
AAL vs AA
-24.4%
+29.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.4% |
| 7D | -3.7% | -0.7% | -3.0% | -3.7% |
| 30D | -20.8% | +5.0% | -25.8% | -21.1% |
| 3M | -1.3% | -35.8% | +34.5% | +1.8% |
| 6M | +5.4% | -18.4% | +23.8% | +3.2% |
| All | +5.4% | -24.4% | +29.8% | +3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling