-32.8%
AAL vs ALM
+951.0%
-983.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.3% |
| 7D | -3.7% | -2.6% | -1.1% | -3.6% |
| 30D | -20.8% | +32.0% | -52.8% | -22.2% |
| 3M | -1.3% | -15.0% | +13.8% | -1.1% |
| 6M | +5.4% | -10.1% | +15.5% | +4.6% |
| YTD | -14.4% | +99.4% | -113.8% | -18.6% |
| 1Y | +2.1% | +316.4% | -314.3% | -6.6% |
| 3Y | -10.6% | +2,022.0% | -2,032.5% | -28.3% |
| All | -32.8% | +951.0% | -983.8% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling