-22.5%
AAL vs GE
+246.0%
-268.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.9% |
| 7D | +10.1% | +5.4% | +4.7% | +5.9% |
| 30D | +10.6% | +9.6% | +0.9% | +2.9% |
| 3M | -5.9% | -7.7% | +1.8% | -0.4% |
| 6M | +5.7% | +14.0% | -8.3% | -4.9% |
| YTD | -8.0% | +10.2% | -18.1% | -16.0% |
| 1Y | +6.0% | +8.9% | -2.9% | -2.9% |
| 3Y | +19.6% | +273.7% | -254.1% | -62.2% |
| 5Y | -34.6% | +410.2% | -444.8% | -84.1% |
| 10Y | -65.5% | +157.4% | -222.9% | -86.8% |
| All | -22.5% | +246.0% | -268.4% | -75.0% |
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