-27.6%
AAL vs AU
+159.9%
-187.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.9% |
| 7D | -0.1% | -7.2% | +7.1% | +0.6% |
| 30D | +11.7% | -2.9% | +14.6% | +12.0% |
| 3M | -12.5% | -8.7% | -3.9% | -12.0% |
| 6M | +3.6% | -14.1% | +17.8% | +4.6% |
| YTD | -14.1% | +4.8% | -18.9% | -15.1% |
| 1Y | +0.8% | +11.9% | -11.1% | -1.0% |
| 3Y | +11.8% | +513.8% | -502.0% | -6.5% |
| 5Y | -35.1% | +379.3% | -414.4% | -45.7% |
| 10Y | -68.3% | +837.1% | -905.3% | -76.1% |
| All | -27.6% | +159.9% | -187.5% | -49.9% |
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