-66.0%
AAL vs BABA
+14.9%
-80.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | +3.4% | -3.6% | +7.0% | +4.3% |
| 30D | +11.7% | -8.4% | +20.1% | +14.2% |
| 3M | -7.8% | -20.6% | +12.8% | -2.4% |
| 6M | +10.2% | -25.4% | +35.6% | +17.8% |
| YTD | -8.0% | -30.1% | +22.1% | -0.5% |
| 1Y | +8.5% | -36.3% | +44.8% | +20.3% |
| 3Y | +19.5% | +30.4% | -10.9% | +1.9% |
| 5Y | -33.9% | -35.7% | +1.8% | -33.6% |
| 10Y | -66.0% | +16.0% | -82.0% | -74.1% |
| All | -66.0% | +14.9% | -80.9% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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