-66.0%
AAL vs ALB
+78.9%
-144.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -2.6% |
| 7D | -0.3% | -4.4% | +4.1% | +1.2% |
| 30D | -19.0% | -1.2% | -17.8% | -19.0% |
| 3M | -5.1% | -13.3% | +8.2% | -1.0% |
| 6M | +15.5% | -19.8% | +35.2% | +21.3% |
| YTD | -15.8% | -7.9% | -7.9% | -17.9% |
| 1Y | -0.3% | +60.2% | -60.5% | -24.1% |
| 3Y | -7.7% | -26.4% | +18.8% | -12.8% |
| 5Y | -32.5% | -42.5% | +10.0% | -33.9% |
| 10Y | -66.0% | +83.0% | -149.0% | -83.8% |
| All | -66.0% | +78.9% | -144.9% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling