-40.8%
AAL vs ALLY
-9.5%
-31.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +3.0% |
| 7D | +4.6% | +0.9% | +3.7% | +4.1% |
| 30D | +2.6% | +3.1% | -0.5% | +0.8% |
| 3M | -17.8% | -12.6% | -5.2% | -10.7% |
| 6M | +1.9% | -12.4% | +14.3% | +10.8% |
| YTD | -14.0% | -13.2% | -0.9% | -6.1% |
| 1Y | +0.2% | +1.8% | -1.6% | -0.6% |
| 3Y | +13.0% | +58.0% | -44.9% | -15.4% |
| All | -40.8% | -9.5% | -31.3% | -31.3% |
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