-32.8%
AAL vs AG
+64.2%
-97.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +1.5% |
| 7D | -3.7% | +1.0% | -4.8% | -3.9% |
| 30D | -20.8% | +19.2% | -40.0% | -22.9% |
| 3M | -1.3% | +6.2% | -7.4% | -2.8% |
| 6M | +5.4% | -26.7% | +32.1% | +8.0% |
| YTD | -14.4% | +26.1% | -40.5% | -18.8% |
| 1Y | +2.1% | +131.7% | -129.6% | -11.6% |
| 3Y | -10.6% | +255.3% | -265.9% | -30.6% |
| All | -32.8% | +64.2% | -97.0% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling