-66.0%
AAL vs AG
+57.4%
-123.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.5% |
| 7D | -0.3% | +4.5% | -4.8% | -1.0% |
| 30D | -19.0% | +12.9% | -31.9% | -20.6% |
| 3M | -5.1% | +20.9% | -26.0% | -8.1% |
| 6M | +15.5% | -19.5% | +35.0% | +17.4% |
| YTD | -15.8% | +24.8% | -40.6% | -20.4% |
| 1Y | -0.3% | +120.2% | -120.5% | -14.0% |
| 3Y | -7.7% | +279.0% | -286.7% | -30.2% |
| 5Y | -32.5% | +67.9% | -100.4% | -44.4% |
| 10Y | -66.0% | +57.5% | -123.5% | -75.9% |
| All | -66.0% | +57.4% | -123.3% | -75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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