-40.8%
AAL vs ABCL
-21.8%
-19.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.7% | -4.8% | +0.8% |
| 7D | +4.6% | -3.2% | +7.8% | +4.9% |
| 30D | +2.6% | -7.4% | +10.0% | +3.3% |
| 3M | -17.8% | +81.9% | -99.7% | -28.6% |
| 6M | +1.9% | +135.7% | -133.9% | -18.1% |
| YTD | -14.0% | +247.4% | -261.4% | -37.1% |
| 1Y | +0.2% | +162.3% | -162.0% | -22.8% |
| 3Y | +13.0% | +165.5% | -152.4% | -21.0% |
| All | -40.8% | -21.8% | -19.0% | -50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling