-67.1%
AAL vs B
+183.2%
-250.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.9% |
| 7D | +4.6% | +9.6% | -5.0% | +3.7% |
| 30D | +2.6% | +3.5% | -1.0% | +2.2% |
| 3M | -17.8% | -1.6% | -16.2% | -17.8% |
| 6M | +1.9% | -1.7% | +3.5% | +1.6% |
| YTD | -14.0% | -5.3% | -8.7% | -14.2% |
| 1Y | +0.2% | +27.2% | -27.0% | -2.1% |
| 3Y | +13.0% | +166.1% | -153.1% | +4.6% |
| 5Y | -39.6% | +136.5% | -176.1% | -44.4% |
| All | -67.1% | +183.2% | -250.4% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 10y: compounded portfolio wealth divided by compounded B 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…
10y analysis · Full analysis span regression · 6 months rolling