-1.1%
AAL vs ALB
-9.0%
+7.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.4% | -5.5% |
| 7D | +2.9% | -3.6% | +6.5% | +3.4% |
| 30D | +6.5% | -2.9% | +9.3% | +6.7% |
| 3M | -10.9% | -25.8% | +15.0% | -8.4% |
| 6M | +4.9% | -53.6% | +58.5% | +12.2% |
| YTD | -13.2% | -32.4% | +19.2% | -10.9% |
| 1Y | -1.1% | -13.0% | +11.9% | -1.3% |
| All | -1.1% | -9.0% | +7.9% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling