-35.2%
AAL vs COMP
-10.9%
-24.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.7% | -1.4% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | +11.7% | +16.6% | -4.8% | +7.8% |
| 3M | -12.5% | -23.5% | +11.0% | -7.7% |
| 6M | +3.6% | +25.7% | -22.1% | -2.1% |
| YTD | -14.1% | -3.4% | -10.7% | -15.4% |
| 1Y | +0.8% | +7.6% | -6.8% | -3.1% |
| 3Y | +11.8% | +423.6% | -411.8% | -28.0% |
| All | -35.2% | -10.9% | -24.3% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling