-65.4%
AAL vs ALL
+367.3%
-432.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.8% | +7.7% |
| 7D | +8.3% | -3.9% | +12.1% | +10.8% |
| 30D | +11.0% | +10.6% | +0.4% | +4.3% |
| 3M | -11.2% | -4.6% | -6.6% | -9.3% |
| 6M | +6.1% | +20.2% | -14.1% | -7.9% |
| YTD | -7.6% | +23.7% | -31.3% | -21.9% |
| 1Y | +3.7% | +27.9% | -24.1% | -14.5% |
| 3Y | +20.5% | +109.2% | -88.6% | -35.2% |
| 5Y | -36.4% | +148.0% | -184.4% | -72.1% |
| 10Y | -65.4% | +363.8% | -429.2% | -90.4% |
| All | -65.4% | +367.3% | -432.8% | -90.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling