-32.8%
AAL vs ALLY
+1.6%
-34.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.0% |
| 7D | -3.7% | +3.7% | -7.4% | -5.9% |
| 30D | -20.8% | -2.3% | -18.6% | -19.7% |
| 3M | -1.3% | +3.8% | -5.1% | -3.3% |
| 6M | +5.4% | +9.7% | -4.3% | -0.1% |
| YTD | -14.4% | -1.4% | -12.9% | -13.5% |
| 1Y | +2.1% | +8.2% | -6.1% | -2.8% |
| 3Y | -10.6% | +66.5% | -77.0% | -35.3% |
| All | -32.8% | +1.6% | -34.4% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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