-27.8%
AAL vs AA
+8.3%
-36.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +2.2% |
| 7D | -3.7% | -0.7% | -3.0% | -3.5% |
| 30D | -20.8% | +5.0% | -25.8% | -22.9% |
| 3M | -1.3% | -35.8% | +34.5% | +17.3% |
| 6M | +5.4% | -18.4% | +23.8% | +10.0% |
| YTD | -14.4% | -5.5% | -8.9% | -17.6% |
| 1Y | +2.1% | +61.0% | -58.9% | -24.0% |
| 3Y | -10.6% | +66.2% | -76.8% | -40.2% |
| 5Y | -32.2% | +11.4% | -43.6% | -53.6% |
| 10Y | -62.7% | +116.9% | -179.6% | -85.9% |
| All | -27.8% | +8.3% | -36.1% | -71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling