+26.4%
AAL vs GM
+238.5%
-212.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.7% |
| 7D | -3.7% | +1.9% | -5.7% | -5.0% |
| 30D | -20.8% | -1.4% | -19.4% | -20.2% |
| 3M | -1.3% | +5.9% | -7.2% | -5.4% |
| 6M | +5.4% | +12.4% | -7.0% | -2.7% |
| YTD | -14.4% | +8.6% | -23.0% | -20.0% |
| 1Y | +2.1% | +52.6% | -50.5% | -25.0% |
| 3Y | -10.6% | +169.7% | -180.2% | -58.1% |
| 5Y | -32.2% | +87.5% | -119.8% | -60.5% |
| 10Y | -62.7% | +233.0% | -295.7% | -86.0% |
| All | +26.4% | +238.5% | -212.1% | -52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling