-66.0%
AAL vs GD
+174.7%
-240.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +3.4% | +0.6% | +2.8% | +3.0% |
| 30D | +11.7% | +9.5% | +2.3% | +3.4% |
| 3M | -7.8% | -5.8% | -1.9% | -3.6% |
| 6M | +10.2% | +7.7% | +2.5% | +2.1% |
| YTD | -8.0% | +11.1% | -19.1% | -18.3% |
| 1Y | +8.5% | +6.1% | +2.5% | +0.3% |
| 3Y | +19.5% | +59.8% | -40.3% | -25.6% |
| 5Y | -33.9% | +104.6% | -138.5% | -69.6% |
| 10Y | -66.0% | +170.6% | -236.6% | -87.5% |
| All | -66.0% | +174.7% | -240.7% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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