-27.6%
AAL vs GEN
+301.9%
-329.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.6% | +3.1% |
| 7D | +4.6% | +2.3% | +2.3% | +3.6% |
| 30D | +2.6% | +33.1% | -30.5% | -10.1% |
| 3M | -17.8% | +6.5% | -24.3% | -21.5% |
| 6M | +1.9% | +53.8% | -51.9% | -18.6% |
| YTD | -14.0% | +11.2% | -25.3% | -20.9% |
| 1Y | +0.2% | +19.4% | -19.2% | -10.9% |
| 3Y | +13.0% | +81.0% | -68.0% | -18.3% |
| 5Y | -39.6% | +33.4% | -73.0% | -51.4% |
| 10Y | -65.7% | +164.3% | -230.0% | -83.3% |
| All | -27.6% | +301.9% | -329.5% | -79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling