+7.7%
AAL vs ALM
+44.8%
-37.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.2% | +5.2% | +6.2% |
| 7D | +8.3% | -6.4% | +14.7% | +9.1% |
| 30D | +6.2% | -35.0% | +41.2% | +10.8% |
| 3M | -17.7% | -33.8% | +16.1% | -14.9% |
| 6M | +15.4% | -55.0% | +70.4% | +21.6% |
| YTD | -11.1% | -0.2% | -10.9% | -14.2% |
| 1Y | +7.7% | +41.8% | -34.0% | -0.1% |
| All | +7.7% | +44.8% | -37.1% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling