+11.8%
AAL vs ABCL
+185.8%
-174.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | +0.1% | -0.9% |
| 7D | -0.1% | -3.3% | +3.2% | +0.4% |
| 30D | +11.7% | -7.1% | +18.8% | +12.4% |
| 3M | -12.5% | +4.7% | -17.3% | -14.0% |
| 6M | +3.6% | +140.9% | -137.3% | -13.3% |
| YTD | -14.1% | +236.0% | -250.1% | -32.9% |
| 1Y | +0.8% | +217.4% | -216.6% | -20.7% |
| 3Y | +11.8% | +188.7% | -176.9% | -20.2% |
| All | +11.8% | +185.8% | -174.0% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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