-65.5%
AAL vs AG
+64.1%
-129.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.9% | +5.5% | +0.5% |
| 7D | +10.1% | +6.0% | +4.1% | +9.2% |
| 30D | +10.6% | -13.5% | +24.1% | +12.9% |
| 3M | -5.9% | -20.7% | +14.7% | -3.1% |
| 6M | +5.7% | -31.5% | +37.2% | +10.3% |
| YTD | -8.0% | -10.1% | +2.2% | -9.1% |
| 1Y | +6.0% | +26.0% | -20.0% | -0.5% |
| 3Y | +19.6% | +228.9% | -209.3% | -8.4% |
| 5Y | -34.6% | +8.7% | -43.3% | -42.7% |
| 10Y | -65.5% | +71.9% | -137.4% | -73.7% |
| All | -65.5% | +64.1% | -129.6% | -73.7% |
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