-56.9%
AAL vs ALC
+32.2%
-89.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.2% | +7.3% |
| 7D | +8.3% | +2.1% | +6.2% | +7.0% |
| 30D | +11.0% | +17.2% | -6.2% | +1.1% |
| 3M | -11.2% | +4.6% | -15.8% | -13.8% |
| 6M | +6.1% | +20.1% | -14.0% | -5.4% |
| YTD | -7.6% | -4.2% | -3.4% | -6.5% |
| 1Y | +3.7% | +2.1% | +1.7% | +0.9% |
| 3Y | +20.5% | +4.5% | +16.0% | +12.9% |
| 5Y | -36.4% | -12.3% | -24.0% | -34.6% |
| All | -56.9% | +32.2% | -89.1% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling