-65.1%
AAL vs ADI
+621.8%
-686.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.1% |
| 7D | -1.3% | +2.6% | -3.9% | -2.9% |
| 30D | -13.7% | -4.6% | -9.1% | -11.3% |
| 3M | -8.2% | -9.5% | +1.3% | -3.4% |
| 6M | +13.1% | +14.8% | -1.7% | +1.0% |
| YTD | -15.6% | +35.8% | -51.4% | -32.7% |
| 1Y | +1.4% | +48.9% | -47.5% | -24.1% |
| 3Y | -7.4% | +115.6% | -123.0% | -47.1% |
| 5Y | -35.9% | +135.1% | -171.0% | -65.7% |
| 10Y | -65.1% | +636.4% | -701.6% | -89.8% |
| All | -65.1% | +621.8% | -686.9% | -89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 10y: compounded portfolio wealth divided by compounded ADI 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…
10y analysis · Full analysis span regression · 6 months rolling