+2.1%
AAL vs ALL
+28.3%
-26.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.6% | +1.1% |
| 7D | -3.7% | 0.0% | -3.8% | -3.7% |
| 30D | -20.8% | -1.5% | -19.3% | -20.9% |
| 3M | -1.3% | +23.6% | -24.9% | +0.1% |
| 6M | +5.4% | +22.3% | -17.0% | +6.5% |
| YTD | -14.4% | +26.5% | -40.9% | -14.1% |
| 1Y | +2.1% | +27.0% | -24.9% | +3.4% |
| All | +2.1% | +28.3% | -26.2% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling