-31.4%
AAL vs ADI
+140.6%
-171.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.2% |
| 7D | -3.7% | +0.4% | -4.2% | -4.0% |
| 30D | -20.8% | -3.8% | -17.0% | -18.9% |
| 3M | -1.3% | -15.3% | +14.0% | +8.2% |
| 6M | +5.4% | +6.7% | -1.3% | -2.2% |
| YTD | -14.4% | +34.8% | -49.1% | -33.0% |
| 1Y | +2.1% | +49.0% | -46.9% | -25.9% |
| 3Y | -10.6% | +108.1% | -118.6% | -51.9% |
| All | -31.4% | +140.6% | -171.9% | -68.4% |
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