-65.4%
AAL vs ALB
+38.2%
-103.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.1% | +7.6% | +7.5% |
| 7D | +8.3% | +9.5% | -1.2% | +4.6% |
| 30D | +11.0% | -2.1% | +13.1% | +11.6% |
| 3M | -11.2% | -24.1% | +13.0% | -2.4% |
| 6M | +6.1% | -51.0% | +57.1% | +36.0% |
| YTD | -7.6% | -29.3% | +21.7% | -1.1% |
| 1Y | +3.7% | +3.2% | +0.6% | -5.6% |
| 3Y | +20.5% | -9.3% | +29.8% | +1.1% |
| 5Y | -36.4% | -61.6% | +25.2% | -26.2% |
| 10Y | -65.4% | +40.8% | -106.2% | -81.6% |
| All | -65.4% | +38.2% | -103.7% | -81.6% |
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