-65.4%
AAL vs ALM
+2,221.4%
-2,286.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +8.1% | -0.6% | +7.0% |
| 7D | +8.3% | +0.7% | +7.5% | +8.2% |
| 30D | +11.0% | -26.1% | +37.0% | +12.6% |
| 3M | -11.2% | -38.1% | +27.0% | -9.3% |
| 6M | +6.1% | -55.4% | +61.5% | +9.4% |
| YTD | -7.6% | -0.4% | -7.2% | -8.7% |
| 1Y | +3.7% | +25.4% | -21.6% | +1.4% |
| 3Y | +20.5% | +907.8% | -887.2% | +4.4% |
| 5Y | -36.4% | +440.2% | -476.6% | -44.2% |
| 10Y | -65.4% | +2,031.1% | -2,096.6% | -71.4% |
| All | -65.4% | +2,221.4% | -2,286.9% | -71.4% |
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