-67.1%
AAL vs BABA
+16.2%
-83.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.7% | +1.6% |
| 7D | +4.6% | +11.6% | -7.0% | +1.5% |
| 30D | +2.6% | +2.3% | +0.3% | +1.8% |
| 3M | -17.8% | -13.7% | -4.1% | -14.9% |
| 6M | +1.9% | -21.9% | +23.8% | +7.6% |
| YTD | -14.0% | -24.6% | +10.6% | -8.8% |
| 1Y | +0.2% | -34.1% | +34.3% | +10.2% |
| 3Y | +13.0% | +36.3% | -23.2% | -4.5% |
| 5Y | -39.6% | -26.7% | -12.9% | -41.7% |
| All | -67.1% | +16.2% | -83.4% | -74.5% |
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