+7.7%
AAL vs GM
+37.1%
-29.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.6% | +1.7% | +3.6% |
| 7D | +8.3% | +12.1% | -3.7% | +1.6% |
| 30D | +6.2% | +15.2% | -9.0% | -2.5% |
| 3M | -17.7% | +4.9% | -22.6% | -20.2% |
| 6M | +15.4% | +22.6% | -7.2% | +0.2% |
| YTD | -11.1% | +14.4% | -25.5% | -20.2% |
| 1Y | +7.7% | +39.4% | -31.7% | -24.6% |
| All | +7.7% | +37.1% | -29.4% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 1y: compounded portfolio wealth divided by compounded GM 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…
1y analysis · Full analysis span regression · 6 months rolling