+13.1%
AAL vs AZO
-20.9%
+34.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.5% |
| 7D | -1.3% | -0.8% | -0.5% | -1.1% |
| 30D | -13.7% | -5.1% | -8.6% | -12.7% |
| 3M | -8.2% | -7.2% | -0.9% | -6.8% |
| 6M | +13.1% | -20.7% | +33.9% | +23.1% |
| All | +13.1% | -20.9% | +34.0% | +23.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling