-74.2%
AAL vs AG
+312.9%
-387.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.7% | +2.8% | +6.9% |
| 7D | +8.3% | +10.8% | -2.6% | +7.1% |
| 30D | +11.0% | -8.2% | +19.1% | +12.0% |
| 3M | -11.2% | -13.7% | +2.5% | -10.0% |
| 6M | +6.1% | -27.3% | +33.3% | +8.8% |
| YTD | -7.6% | -4.6% | -3.1% | -8.9% |
| 1Y | +3.7% | +39.4% | -35.6% | -1.8% |
| 3Y | +20.5% | +244.1% | -223.6% | 0.0% |
| 5Y | -36.4% | +16.8% | -53.2% | -42.6% |
| 10Y | -65.4% | +71.7% | -137.1% | -71.6% |
| All | -74.2% | +312.9% | -387.1% | -88.9% |
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 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