-32.8%
AAL vs ALB
-44.4%
+11.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.4% | +5.7% | +2.6% |
| 7D | -3.7% | -8.1% | +4.3% | -1.3% |
| 30D | -20.8% | +6.3% | -27.1% | -22.6% |
| 3M | -1.3% | -23.6% | +22.3% | +6.1% |
| 6M | +5.4% | -24.6% | +30.0% | +12.0% |
| YTD | -14.4% | -10.3% | -4.1% | -15.5% |
| 1Y | +2.1% | +61.5% | -59.4% | -19.2% |
| 3Y | -10.6% | -34.0% | +23.4% | -10.8% |
| All | -32.8% | -44.4% | +11.6% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling