-27.6%
AAL vs AGI
+714.2%
-741.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -0.1% | -10.1% | +10.0% | +0.2% |
| 30D | +11.7% | -6.5% | +18.2% | +11.8% |
| 3M | -12.5% | -12.8% | +0.3% | -12.3% |
| 6M | +3.6% | -34.3% | +37.9% | +4.3% |
| YTD | -14.1% | -25.6% | +11.5% | -13.7% |
| 1Y | +0.8% | -14.2% | +15.0% | +1.0% |
| 3Y | +11.8% | +127.3% | -115.5% | +10.5% |
| 5Y | -35.1% | +241.8% | -276.9% | -36.2% |
| 10Y | -68.3% | +381.8% | -450.0% | -68.7% |
| All | -27.6% | +714.2% | -741.8% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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