-0.3%
AAL vs ALL
+28.5%
-28.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.9% |
| 7D | -0.3% | -1.7% | +1.4% | -0.4% |
| 30D | -19.0% | -4.7% | -14.3% | -19.3% |
| 3M | -5.1% | +18.4% | -23.4% | -4.1% |
| 6M | +15.5% | +20.5% | -5.0% | +16.0% |
| YTD | -15.8% | +23.5% | -39.3% | -16.0% |
| 1Y | -0.3% | +29.0% | -29.3% | +0.3% |
| All | -0.3% | +28.5% | -28.8% | +0.3% |
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