-0.3%
AAL vs ALM
+347.8%
-348.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.8% | -10.5% | -2.4% |
| 7D | -0.3% | +8.4% | -8.7% | -1.0% |
| 30D | -19.0% | +34.8% | -53.8% | -21.2% |
| 3M | -5.1% | +16.2% | -21.3% | -7.3% |
| 6M | +15.5% | +2.1% | +13.3% | +12.5% |
| YTD | -15.8% | +117.0% | -132.8% | -22.4% |
| 1Y | -0.3% | +313.9% | -314.2% | -10.5% |
| All | -0.3% | +347.8% | -348.1% | -10.5% |
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 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