-68.3%
AAL vs ALM
+1,942.8%
-2,011.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -6.5% | +0.9% | -5.3% |
| 7D | +2.9% | -4.0% | +7.0% | +3.2% |
| 30D | +6.5% | -30.5% | +37.0% | +8.4% |
| 3M | -10.9% | -46.9% | +36.1% | -8.2% |
| 6M | +4.9% | -65.5% | +70.4% | +9.6% |
| YTD | -13.2% | -13.4% | +0.2% | -13.5% |
| 1Y | -1.1% | +9.8% | -10.9% | -2.7% |
| 3Y | +12.8% | +783.1% | -770.3% | -1.6% |
| 5Y | -34.4% | +378.3% | -412.7% | -42.1% |
| All | -68.3% | +1,942.8% | -2,011.1% | -73.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling