-76.1%
AAL vs AG
+445.6%
-521.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +1.4% |
| 7D | -3.7% | +1.0% | -4.8% | -3.9% |
| 30D | -20.8% | +19.2% | -40.0% | -22.4% |
| 3M | -1.3% | +6.2% | -7.4% | -2.4% |
| 6M | +5.4% | -26.7% | +32.1% | +7.8% |
| YTD | -14.4% | +26.1% | -40.5% | -17.9% |
| 1Y | +2.1% | +131.7% | -129.6% | -8.8% |
| 3Y | -10.6% | +255.3% | -265.9% | -26.2% |
| 5Y | -32.2% | +61.9% | -94.2% | -40.9% |
| 10Y | -62.7% | +72.0% | -134.7% | -69.7% |
| All | -76.1% | +445.6% | -521.7% | -90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling