-29.0%
AAL vs AU
+224.8%
-253.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.5% | -1.6% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | -19.0% | +12.8% | -31.8% | -20.0% |
| 3M | -5.1% | +28.5% | -33.5% | -7.4% |
| 6M | +15.5% | +4.8% | +10.7% | +14.4% |
| YTD | -15.8% | +31.0% | -46.7% | -18.4% |
| 1Y | -0.3% | +81.4% | -81.7% | -6.2% |
| 3Y | -7.7% | +618.4% | -626.1% | -24.0% |
| 5Y | -32.5% | +686.3% | -718.8% | -45.9% |
| 10Y | -66.0% | +664.5% | -730.5% | -74.0% |
| All | -29.0% | +224.8% | -253.8% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling