+8.5%
AAL vs ALL
+30.4%
-21.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +3.4% | -2.6% | +6.0% | +3.4% |
| 30D | +11.7% | +12.7% | -1.0% | +12.9% |
| 3M | -7.8% | +0.4% | -8.2% | -7.8% |
| 6M | +10.2% | +23.8% | -13.5% | +10.8% |
| YTD | -8.0% | +27.8% | -35.8% | -8.7% |
| 1Y | +8.5% | +28.9% | -20.3% | +8.1% |
| All | +8.5% | +30.4% | -21.9% | +8.1% |
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