-1.6%
AAL vs AS
+137.8%
-139.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | +0.3% |
| 7D | +10.1% | +4.5% | +5.6% | +8.4% |
| 30D | +10.6% | +13.2% | -2.6% | +5.8% |
| 3M | -5.9% | -11.9% | +6.0% | -1.9% |
| 6M | +5.7% | -11.6% | +17.3% | +10.2% |
| YTD | -8.0% | -14.7% | +6.7% | -3.5% |
| 1Y | +6.0% | +5.7% | +0.3% | +3.7% |
| All | -1.6% | +137.8% | -139.4% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling