-22.2%
AAL vs AA
-9.1%
-13.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.8% | +1.7% | +4.9% |
| 7D | +8.3% | +4.8% | +3.4% | +6.2% |
| 30D | +11.0% | -0.6% | +11.6% | +11.3% |
| 3M | -11.2% | -16.3% | +5.1% | -4.9% |
| 6M | +6.1% | -33.4% | +39.5% | +22.6% |
| YTD | -7.6% | -20.7% | +13.1% | -4.4% |
| 1Y | +3.7% | +12.9% | -9.2% | -9.0% |
| 3Y | +20.5% | +75.7% | -55.2% | -21.0% |
| 5Y | -36.4% | -6.8% | -29.6% | -52.2% |
| 10Y | -65.4% | +53.6% | -119.1% | -84.6% |
| All | -22.2% | -9.1% | -13.0% | -66.7% |
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 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