-27.8%
AAL vs GE
+244.6%
-272.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.4% |
| 7D | -3.7% | -1.6% | -2.1% | -2.5% |
| 30D | -20.8% | -11.6% | -9.2% | -13.1% |
| 3M | -1.3% | +3.0% | -4.3% | -3.7% |
| 6M | +5.4% | -0.5% | +5.9% | +5.1% |
| YTD | -14.4% | +9.7% | -24.1% | -21.5% |
| 1Y | +2.1% | +20.0% | -17.9% | -13.5% |
| 3Y | -10.6% | +275.8% | -286.4% | -71.9% |
| 5Y | -32.2% | +429.1% | -461.3% | -84.0% |
| 10Y | -62.7% | +151.2% | -213.9% | -85.4% |
| All | -27.8% | +244.6% | -272.5% | -76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling