-32.6%
AAL vs AU
+686.2%
-718.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.2% |
| 7D | -0.9% | -4.3% | +3.3% | -0.5% |
| 30D | -12.9% | +7.3% | -20.2% | -13.6% |
| 3M | -11.2% | +26.3% | -37.5% | -13.6% |
| 6M | +17.8% | +1.8% | +16.1% | +16.5% |
| YTD | -15.1% | +26.8% | -41.9% | -17.6% |
| 1Y | +0.5% | +66.7% | -66.2% | -4.3% |
| 3Y | -7.7% | +579.1% | -586.7% | -21.5% |
| All | -32.6% | +686.2% | -718.9% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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