+13.0%
AAL vs ALM
+825.4%
-812.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.8% |
| 7D | +4.6% | -6.7% | +11.3% | +5.1% |
| 30D | +2.6% | -32.9% | +35.5% | +5.0% |
| 3M | -17.8% | -39.5% | +21.7% | -15.6% |
| 6M | +1.9% | -62.0% | +63.8% | +6.2% |
| YTD | -14.0% | -7.8% | -6.2% | -14.1% |
| 1Y | +0.2% | +26.7% | -26.4% | -1.2% |
| 3Y | +13.0% | +825.4% | -812.3% | +3.1% |
| All | +13.0% | +825.4% | -812.3% | +3.1% |
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 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