-36.4%
AAL vs COMP
-13.7%
-22.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.7% | +1.8% | +6.2% |
| 7D | +8.3% | +14.5% | -6.3% | +5.0% |
| 30D | +11.0% | +14.9% | -3.9% | +7.4% |
| 3M | -11.2% | -14.2% | +3.1% | -8.5% |
| 6M | +6.1% | +23.7% | -17.7% | +0.5% |
| YTD | -7.6% | +2.1% | -9.7% | -10.2% |
| 1Y | +3.7% | +26.2% | -22.5% | -3.6% |
| 3Y | +20.5% | +470.9% | -450.4% | -23.9% |
| 5Y | -36.4% | -14.0% | -22.4% | -35.2% |
| All | -36.4% | -13.7% | -22.7% | -35.2% |
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