-31.4%
AAL vs GEN
+25.8%
-57.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +2.1% |
| 7D | -3.7% | -1.2% | -2.5% | -3.3% |
| 30D | -20.8% | +10.1% | -31.0% | -23.9% |
| 3M | -1.3% | +16.1% | -17.4% | -7.3% |
| 6M | +5.4% | +38.9% | -33.5% | -8.8% |
| YTD | -14.4% | +14.4% | -28.8% | -19.7% |
| 1Y | +2.1% | +5.9% | -3.8% | -1.3% |
| 3Y | -10.6% | +58.8% | -69.3% | -26.7% |
| All | -31.4% | +25.8% | -57.1% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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