-23.0%
AAL vs ABCL
-81.3%
+58.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.4% |
| 7D | -3.7% | +0.7% | -4.4% | -3.8% |
| 30D | -20.8% | +93.1% | -113.9% | -29.8% |
| 3M | -1.3% | +79.4% | -80.7% | -12.2% |
| 6M | +5.4% | +214.9% | -209.5% | -15.3% |
| YTD | -14.4% | +234.2% | -248.6% | -32.5% |
| 1Y | +2.1% | +174.8% | -172.7% | -18.0% |
| 3Y | -10.6% | +104.5% | -115.0% | -29.6% |
| 5Y | -32.2% | -39.0% | +6.8% | -41.6% |
| All | -23.0% | -81.3% | +58.3% | -28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling