-9.8%
AAL vs AS
+133.7%
-143.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.3% | -2.9% | -4.3% |
| 7D | +1.2% | +7.1% | -5.9% | -1.2% |
| 30D | -0.5% | +12.8% | -13.4% | -4.8% |
| 3M | -22.0% | -14.7% | -7.3% | -17.7% |
| 6M | +4.5% | -9.9% | +14.5% | +8.3% |
| YTD | -15.7% | -16.1% | +0.5% | -11.0% |
| 1Y | -3.7% | +0.2% | -3.8% | -4.1% |
| All | -9.8% | +133.7% | -143.6% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling