-22.2%
AAL vs GE
+243.6%
-265.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.8% | +3.6% | +4.5% |
| 7D | +8.3% | +6.3% | +2.0% | +3.5% |
| 30D | +11.0% | +8.9% | +2.1% | +3.8% |
| 3M | -11.2% | -9.2% | -2.0% | -4.7% |
| 6M | +6.1% | +13.2% | -7.2% | -4.0% |
| YTD | -7.6% | +9.4% | -17.0% | -15.3% |
| 1Y | +3.7% | +9.8% | -6.1% | -5.6% |
| 3Y | +20.5% | +278.2% | -257.7% | -62.3% |
| 5Y | -36.4% | +396.0% | -432.4% | -84.2% |
| 10Y | -65.4% | +162.4% | -227.8% | -87.1% |
| All | -22.2% | +243.6% | -265.7% | -74.8% |
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