-29.0%
AAL vs AGI
+936.2%
-965.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.6% |
| 7D | -0.3% | +4.4% | -4.7% | -0.4% |
| 30D | -19.0% | +10.0% | -29.0% | -19.2% |
| 3M | -5.1% | +1.7% | -6.8% | -5.2% |
| 6M | +15.5% | -26.8% | +42.3% | +15.9% |
| YTD | -15.8% | -5.3% | -10.5% | -15.8% |
| 1Y | -0.3% | +11.5% | -11.8% | -0.6% |
| 3Y | -7.7% | +212.9% | -220.6% | -9.2% |
| 5Y | -32.5% | +388.8% | -421.3% | -34.0% |
| 10Y | -66.0% | +383.6% | -449.5% | -66.7% |
| All | -29.0% | +936.2% | -965.3% | -23.5% |
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