-28.9%
AAL vs AZO
+3,197.8%
-3,226.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +1.1% |
| 7D | -1.3% | -0.8% | -0.5% | -0.8% |
| 30D | -13.7% | -5.1% | -8.6% | -10.8% |
| 3M | -8.2% | -7.2% | -0.9% | -4.3% |
| 6M | +13.1% | -20.7% | +33.9% | +29.7% |
| YTD | -15.6% | -14.2% | -1.4% | -9.6% |
| 1Y | +1.4% | -32.2% | +33.6% | +26.0% |
| 3Y | -7.4% | +11.1% | -18.6% | -23.4% |
| 5Y | -35.9% | +87.6% | -123.5% | -66.4% |
| 10Y | -65.1% | +302.9% | -368.1% | -91.9% |
| All | -28.9% | +3,197.8% | -3,226.7% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling