-40.8%
AAL vs ADI
+114.4%
-155.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.5% |
| 7D | +4.6% | -12.8% | +17.4% | +13.2% |
| 30D | +2.6% | -11.3% | +13.9% | +9.5% |
| 3M | -17.8% | -3.4% | -14.4% | -17.2% |
| 6M | +1.9% | -12.0% | +13.9% | +6.4% |
| YTD | -14.0% | +35.3% | -49.3% | -33.9% |
| 1Y | +0.2% | +58.1% | -57.8% | -31.1% |
| 3Y | +13.0% | +127.4% | -114.3% | -44.3% |
| All | -40.8% | +114.4% | -155.2% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling