-45.0%
AAL vs COMP
-47.7%
+2.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -3.7% | +1.4% | -5.1% | -4.0% |
| 30D | -20.8% | -13.3% | -7.5% | -18.4% |
| 3M | -1.3% | +41.1% | -42.4% | -8.3% |
| 6M | +5.4% | +17.2% | -11.8% | +0.4% |
| YTD | -14.4% | +5.2% | -19.6% | -16.9% |
| 1Y | +2.1% | +18.9% | -16.8% | -4.0% |
| 3Y | -10.6% | +215.9% | -226.5% | -35.6% |
| 5Y | -32.2% | -31.2% | -1.0% | -41.3% |
| All | -45.0% | -47.7% | +2.7% | -51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling