-35.2%
AAL vs ALL
+161.6%
-196.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.4% | -1.2% |
| 7D | -0.1% | +5.0% | -5.1% | -1.5% |
| 30D | +11.7% | +13.3% | -1.6% | +7.7% |
| 3M | -12.5% | +3.2% | -15.7% | -13.5% |
| 6M | +3.6% | +25.3% | -21.7% | -4.6% |
| YTD | -14.1% | +30.5% | -44.5% | -22.3% |
| 1Y | +0.8% | +29.2% | -28.4% | -8.6% |
| 3Y | +11.8% | +119.1% | -107.3% | -22.2% |
| All | -35.2% | +161.6% | -196.8% | -60.1% |
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 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