+12.2%
AAL vs ADI
+124.8%
-112.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.6% |
| 7D | +4.6% | -12.8% | +17.4% | +12.0% |
| 30D | +2.6% | -11.3% | +13.9% | +8.5% |
| 3M | -17.8% | -3.4% | -14.4% | -17.3% |
| 6M | +1.9% | -12.0% | +13.9% | +5.9% |
| YTD | -14.0% | +35.3% | -49.3% | -32.0% |
| 1Y | +0.2% | +58.1% | -57.8% | -28.2% |
| All | +12.2% | +124.8% | -112.6% | -40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling