-32.6%
AAL vs AZO
+85.8%
-118.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -0.9% | -3.6% | +2.7% | -0.1% |
| 30D | -12.9% | -5.6% | -7.3% | -11.7% |
| 3M | -11.2% | -6.6% | -4.5% | -10.0% |
| 6M | +17.8% | -22.5% | +40.4% | +24.4% |
| YTD | -15.1% | -15.2% | 0.0% | -12.9% |
| 1Y | +0.5% | -33.9% | +34.4% | +10.4% |
| 3Y | -7.7% | +11.8% | -19.5% | -17.7% |
| All | -32.6% | +85.8% | -118.4% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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