-32.8%
AAL vs B
+153.8%
-186.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.5% |
| 7D | -3.7% | -1.6% | -2.1% | -3.6% |
| 30D | -20.8% | +9.4% | -30.2% | -21.7% |
| 3M | -1.3% | +5.0% | -6.3% | -2.2% |
| 6M | +5.4% | -3.5% | +8.9% | +4.8% |
| YTD | -14.4% | +4.5% | -18.8% | -15.6% |
| 1Y | +2.1% | +67.8% | -65.7% | -3.5% |
| 3Y | -10.6% | +196.7% | -207.3% | -19.3% |
| All | -32.8% | +153.8% | -186.6% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling