-65.2%
AAL vs ALM
+2,776.7%
-2,842.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.6% | +8.9% | -0.2% |
| 7D | -0.9% | -7.1% | +6.2% | -0.6% |
| 30D | -16.0% | +24.7% | -40.6% | -17.0% |
| 3M | -4.2% | +8.3% | -12.5% | -5.1% |
| 6M | +15.7% | -22.2% | +37.8% | +15.8% |
| YTD | -16.2% | +88.1% | -104.3% | -19.5% |
| 1Y | +0.2% | +272.4% | -272.1% | -6.8% |
| 3Y | -8.1% | +2,004.1% | -2,012.2% | -23.0% |
| 5Y | -32.2% | +915.8% | -948.0% | -42.0% |
| All | -65.2% | +2,776.7% | -2,842.0% | -72.1% |
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 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