-40.9%
AAL vs COMP
-51.7%
+10.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.7% |
| 7D | +3.4% | +2.2% | +1.3% | +2.8% |
| 30D | +11.7% | +16.3% | -4.6% | +8.0% |
| 3M | -7.8% | -19.1% | +11.4% | -3.9% |
| 6M | +10.2% | +17.1% | -6.9% | +5.8% |
| YTD | -8.0% | -2.9% | -5.1% | -9.5% |
| 1Y | +8.5% | +8.8% | -0.3% | +4.3% |
| 3Y | +19.5% | +423.5% | -404.0% | -22.1% |
| 5Y | -33.9% | -10.5% | -23.4% | -44.5% |
| All | -40.9% | -51.7% | +10.8% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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