-32.5%
AAL vs GE
+434.8%
-467.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.3% |
| 7D | -0.3% | +1.2% | -1.5% | -1.0% |
| 30D | -19.0% | -9.5% | -9.5% | -13.9% |
| 3M | -5.1% | +4.1% | -9.2% | -7.5% |
| 6M | +15.5% | +3.9% | +11.5% | +12.2% |
| YTD | -15.8% | +9.0% | -24.8% | -21.0% |
| 1Y | -0.3% | +21.9% | -22.2% | -13.3% |
| 3Y | -7.7% | +281.8% | -289.4% | -68.8% |
| 5Y | -32.5% | +436.7% | -469.2% | -84.3% |
| All | -32.5% | +434.8% | -467.3% | -84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling