-17.5%
AAL vs ALM
+3,507.4%
-3,525.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.9% |
| 7D | +4.6% | -6.7% | +11.3% | +4.6% |
| 30D | +2.6% | -32.9% | +35.5% | +2.6% |
| 3M | -17.8% | -39.5% | +21.7% | -17.7% |
| 6M | +1.9% | -62.0% | +63.8% | +1.9% |
| YTD | -14.0% | -7.8% | -6.2% | -14.0% |
| 1Y | +0.2% | +26.7% | -26.4% | +0.2% |
| 3Y | +13.0% | +825.4% | -812.3% | +13.0% |
| 5Y | -39.6% | +401.2% | -440.8% | -39.6% |
| 10Y | -65.7% | +2,074.0% | -2,139.7% | -65.5% |
| All | -17.5% | +3,507.4% | -3,525.0% | -15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling