-27.8%
AAL vs ALL
+701.5%
-729.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.6% | +2.3% |
| 7D | -3.7% | 0.0% | -3.8% | -3.8% |
| 30D | -20.8% | -1.5% | -19.3% | -20.4% |
| 3M | -1.3% | +23.6% | -24.9% | -18.3% |
| 6M | +5.4% | +22.3% | -17.0% | -13.0% |
| YTD | -14.4% | +26.5% | -40.9% | -31.6% |
| 1Y | +2.1% | +27.0% | -24.9% | -19.6% |
| 3Y | -10.6% | +149.6% | -160.1% | -62.9% |
| 5Y | -32.2% | +118.1% | -150.3% | -70.2% |
| 10Y | -62.7% | +369.0% | -431.7% | -91.7% |
| All | -27.8% | +701.5% | -729.3% | -90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling