-27.8%
AAL vs ALB
+831.0%
-858.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.4% | +5.7% | +3.4% |
| 7D | -3.7% | -8.1% | +4.3% | +0.2% |
| 30D | -20.8% | +6.3% | -27.1% | -23.8% |
| 3M | -1.3% | -23.6% | +22.3% | +10.6% |
| 6M | +5.4% | -24.6% | +30.0% | +15.8% |
| YTD | -14.4% | -10.3% | -4.1% | -16.4% |
| 1Y | +2.1% | +61.5% | -59.4% | -29.0% |
| 3Y | -10.6% | -34.0% | +23.4% | -14.3% |
| 5Y | -32.2% | -44.6% | +12.4% | -35.4% |
| 10Y | -62.7% | +76.1% | -138.8% | -85.9% |
| All | -27.8% | +831.0% | -858.9% | -92.6% |
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 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