-7.7%
AAL vs GM
+166.7%
-174.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.5% |
| 7D | -0.9% | -2.4% | +1.5% | +0.3% |
| 30D | -12.9% | -1.1% | -11.8% | -12.5% |
| 3M | -11.2% | +6.1% | -17.3% | -14.2% |
| 6M | +17.8% | +15.0% | +2.9% | +9.7% |
| YTD | -15.1% | +6.0% | -21.1% | -18.4% |
| 1Y | +0.5% | +47.1% | -46.6% | -18.0% |
| 3Y | -7.7% | +170.5% | -178.2% | -45.7% |
| All | -7.7% | +166.7% | -174.4% | -45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling