-42.9%
AAL vs ALLE
+260.9%
-303.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.5% |
| 7D | -3.7% | -0.2% | -3.5% | -3.6% |
| 30D | -20.8% | -6.8% | -14.0% | -16.6% |
| 3M | -1.3% | +21.0% | -22.3% | -15.2% |
| 6M | +5.4% | +1.1% | +4.3% | +3.2% |
| YTD | -14.4% | -0.5% | -13.8% | -16.0% |
| 1Y | +2.1% | -7.3% | +9.4% | +5.0% |
| 3Y | -10.6% | +42.3% | -52.8% | -35.0% |
| 5Y | -32.2% | +13.5% | -45.7% | -42.8% |
| 10Y | -62.7% | +144.0% | -206.8% | -82.4% |
| All | -42.9% | +260.9% | -303.8% | -79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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