-27.6%
AAL vs ALB
+634.2%
-661.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.5% |
| 7D | +4.6% | +9.1% | -4.5% | +0.2% |
| 30D | +2.6% | -3.4% | +6.0% | +4.0% |
| 3M | -17.8% | -20.6% | +2.8% | -9.2% |
| 6M | +1.9% | -48.2% | +50.0% | +36.9% |
| YTD | -14.0% | -29.2% | +15.2% | -6.3% |
| 1Y | +0.2% | +10.0% | -9.8% | -14.3% |
| 3Y | +13.0% | -12.9% | +25.9% | -9.0% |
| 5Y | -39.6% | -61.3% | +21.7% | -30.1% |
| 10Y | -65.7% | +35.8% | -101.5% | -85.3% |
| All | -27.6% | +634.2% | -661.8% | -91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling