-40.8%
AAL vs ALC
-11.2%
-29.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +3.2% |
| 7D | +4.6% | +4.9% | -0.3% | +1.7% |
| 30D | +2.6% | +19.0% | -16.4% | -7.4% |
| 3M | -17.8% | +7.8% | -25.5% | -21.7% |
| 6M | +1.9% | +14.6% | -12.7% | -6.7% |
| YTD | -14.0% | -4.4% | -9.6% | -12.8% |
| 1Y | +0.2% | +1.4% | -1.2% | -2.1% |
| 3Y | +13.0% | +2.5% | +10.5% | +6.6% |
| All | -40.8% | -11.2% | -29.6% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling