+19.6%
AAL vs ABCL
+206.1%
-186.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | +10.1% | +2.3% | +7.8% | +9.7% |
| 30D | +10.6% | -0.7% | +11.3% | +10.3% |
| 3M | -5.9% | +33.4% | -39.3% | -10.6% |
| 6M | +5.7% | +137.8% | -132.1% | -11.1% |
| YTD | -8.0% | +264.3% | -272.3% | -28.9% |
| 1Y | +6.0% | +209.2% | -203.2% | -16.1% |
| 3Y | +19.6% | +208.4% | -188.8% | -15.4% |
| All | +19.6% | +206.1% | -186.6% | -15.4% |
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