-32.2%
AAL vs GM
+84.5%
-116.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -2.4% |
| 7D | -0.9% | -1.1% | +0.1% | -0.4% |
| 30D | -16.0% | -3.4% | -12.5% | -14.3% |
| 3M | -4.2% | +8.7% | -12.9% | -9.4% |
| 6M | +15.7% | +15.4% | +0.2% | +5.8% |
| YTD | -16.2% | +6.6% | -22.8% | -20.3% |
| 1Y | +0.2% | +51.5% | -51.3% | -23.8% |
| 3Y | -8.1% | +169.3% | -177.4% | -54.7% |
| 5Y | -32.2% | +81.6% | -113.7% | -55.4% |
| All | -32.2% | +84.5% | -116.7% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling