-32.8%
AAL vs ALL
+118.4%
-151.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.6% | +1.6% |
| 7D | -3.7% | 0.0% | -3.8% | -3.8% |
| 30D | -20.8% | -1.5% | -19.3% | -20.6% |
| 3M | -1.3% | +23.6% | -24.9% | -8.3% |
| 6M | +5.4% | +22.3% | -17.0% | -2.1% |
| YTD | -14.4% | +26.5% | -40.9% | -21.6% |
| 1Y | +2.1% | +27.0% | -24.9% | -7.0% |
| 3Y | -10.6% | +149.6% | -160.1% | -41.4% |
| All | -32.8% | +118.4% | -151.2% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling