-27.8%
AAL vs AIG
-89.5%
+61.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.1% | +1.5% |
| 7D | -3.7% | -0.9% | -2.8% | -3.4% |
| 30D | -20.8% | -4.9% | -15.9% | -19.4% |
| 3M | -1.3% | +4.5% | -5.7% | -3.0% |
| 6M | +5.4% | -1.4% | +6.8% | +5.6% |
| YTD | -14.4% | -9.8% | -4.6% | -11.8% |
| 1Y | +2.1% | -4.5% | +6.6% | +2.8% |
| 3Y | -10.6% | +37.4% | -48.0% | -20.8% |
| 5Y | -32.2% | +55.0% | -87.2% | -42.0% |
| 10Y | -62.7% | +63.7% | -126.4% | -68.6% |
| All | -27.8% | -89.5% | +61.6% | +90.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling