-66.0%
AAL vs ALL
+371.2%
-437.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | +3.4% | -2.6% | +6.0% | +4.9% |
| 30D | +11.7% | +12.7% | -1.0% | +3.8% |
| 3M | -7.8% | +0.4% | -8.2% | -8.6% |
| 6M | +10.2% | +23.8% | -13.5% | -5.9% |
| YTD | -8.0% | +27.8% | -35.8% | -23.8% |
| 1Y | +8.5% | +28.9% | -20.3% | -10.7% |
| 3Y | +19.5% | +113.9% | -94.4% | -36.5% |
| 5Y | -33.9% | +157.4% | -191.3% | -71.8% |
| 10Y | -66.0% | +369.0% | -435.0% | -90.9% |
| All | -66.0% | +371.2% | -437.2% | -90.9% |
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