-40.8%
AAL vs B
+134.6%
-175.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.9% |
| 7D | +4.6% | +9.6% | -5.0% | +3.3% |
| 30D | +2.6% | +3.5% | -1.0% | +2.0% |
| 3M | -17.8% | -1.6% | -16.2% | -17.8% |
| 6M | +1.9% | -1.7% | +3.5% | +1.5% |
| YTD | -14.0% | -5.3% | -8.7% | -14.4% |
| 1Y | +0.2% | +27.2% | -27.0% | -2.9% |
| 3Y | +13.0% | +166.1% | -153.1% | +2.7% |
| All | -40.8% | +134.6% | -175.3% | -47.8% |
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