+11.8%
AAL vs ALM
+909.2%
-897.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.7% | -8.8% | -1.6% |
| 7D | -0.1% | +1.2% | -1.3% | -0.2% |
| 30D | +11.7% | -19.3% | +31.0% | +13.1% |
| 3M | -12.5% | -40.6% | +28.1% | -10.2% |
| 6M | +3.6% | -57.9% | +61.5% | +7.6% |
| YTD | -14.1% | -6.7% | -7.4% | -14.3% |
| 1Y | +0.8% | +20.2% | -19.4% | -0.5% |
| 3Y | +11.8% | +879.4% | -867.6% | +1.9% |
| All | +11.8% | +909.2% | -897.4% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling