-40.8%
AAL vs ALB
-61.7%
+21.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.7% |
| 7D | +4.6% | +9.1% | -4.5% | +1.8% |
| 30D | +2.6% | -3.4% | +6.0% | +3.5% |
| 3M | -17.8% | -20.6% | +2.8% | -12.4% |
| 6M | +1.9% | -48.2% | +50.0% | +23.0% |
| YTD | -14.0% | -29.2% | +15.2% | -9.2% |
| 1Y | +0.2% | +10.0% | -9.8% | -9.9% |
| 3Y | +13.0% | -12.9% | +25.9% | -2.3% |
| All | -40.8% | -61.7% | +21.0% | -35.7% |
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