-35.9%
AAL vs AIG
+53.4%
-89.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | -0.1% |
| 7D | -1.3% | -1.4% | +0.1% | -0.4% |
| 30D | -13.7% | -3.3% | -10.4% | -11.9% |
| 3M | -8.2% | +2.2% | -10.3% | -9.9% |
| 6M | +13.1% | -2.1% | +15.2% | +13.9% |
| YTD | -15.6% | -11.2% | -4.4% | -9.9% |
| 1Y | +1.4% | -2.1% | +3.5% | +0.2% |
| 3Y | -7.4% | +34.4% | -41.8% | -29.7% |
| 5Y | -35.9% | +53.7% | -89.7% | -57.9% |
| All | -35.9% | +53.4% | -89.3% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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