-65.1%
AAL vs GE
+146.2%
-211.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.1% | +2.0% |
| 7D | -1.3% | -1.2% | -0.1% | -0.6% |
| 30D | -13.7% | -11.3% | -2.5% | -7.3% |
| 3M | -8.2% | -1.4% | -6.8% | -7.4% |
| 6M | +13.1% | +1.2% | +11.9% | +11.8% |
| YTD | -15.6% | +5.9% | -21.5% | -19.2% |
| 1Y | +1.4% | +18.4% | -17.0% | -10.0% |
| 3Y | -7.4% | +271.0% | -278.4% | -62.9% |
| 5Y | -35.9% | +417.9% | -453.9% | -79.6% |
| 10Y | -65.1% | +152.0% | -217.1% | -87.6% |
| All | -65.1% | +146.2% | -211.3% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 GE 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