-66.0%
AAL vs ADP
+269.5%
-335.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | +0.6% |
| 7D | -0.3% | -5.5% | +5.2% | +3.4% |
| 30D | -19.0% | -1.2% | -17.8% | -18.6% |
| 3M | -5.1% | +17.9% | -22.9% | -16.3% |
| 6M | +15.5% | +20.3% | -4.9% | -1.3% |
| YTD | -15.8% | +5.8% | -21.6% | -21.2% |
| 1Y | -0.3% | -7.7% | +7.4% | +2.8% |
| 3Y | -7.7% | +14.7% | -22.4% | -20.2% |
| 5Y | -32.5% | +45.8% | -78.3% | -52.0% |
| 10Y | -66.0% | +270.5% | -336.5% | -85.6% |
| All | -66.0% | +269.5% | -335.5% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ADP 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling