-40.8%
AAL vs ALL
+143.1%
-183.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.5% | +6.4% | +3.2% |
| 7D | +4.6% | -1.9% | +6.6% | +5.2% |
| 30D | +2.6% | +13.8% | -11.2% | -1.2% |
| 3M | -17.8% | -7.0% | -10.8% | -16.2% |
| 6M | +1.9% | +18.0% | -16.2% | -4.5% |
| YTD | -14.0% | +24.2% | -38.2% | -21.1% |
| 1Y | +0.2% | +31.2% | -30.9% | -9.9% |
| 3Y | +13.0% | +107.5% | -94.5% | -20.0% |
| All | -40.8% | +143.1% | -183.8% | -61.7% |
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