-64.8%
AAL vs GM
+240.0%
-304.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.7% |
| 7D | -0.9% | -2.4% | +1.5% | +0.7% |
| 30D | -12.9% | -1.1% | -11.8% | -12.4% |
| 3M | -11.2% | +6.1% | -17.3% | -15.4% |
| 6M | +17.8% | +15.0% | +2.9% | +6.4% |
| YTD | -15.1% | +6.0% | -21.1% | -19.8% |
| 1Y | +0.5% | +47.1% | -46.6% | -25.9% |
| 3Y | -7.7% | +170.5% | -178.2% | -59.6% |
| 5Y | -31.3% | +80.5% | -111.8% | -60.8% |
| All | -64.8% | +240.0% | -304.8% | -87.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling