-8.8%
AAL vs GRAB
-74.3%
+65.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.0% |
| 7D | -0.9% | -10.8% | +9.9% | +1.1% |
| 30D | -12.9% | -15.5% | +2.7% | -10.2% |
| 3M | -11.2% | -9.0% | -2.2% | -9.7% |
| 6M | +17.8% | -21.6% | +39.4% | +23.1% |
| YTD | -15.1% | -38.9% | +23.7% | -7.9% |
| 1Y | +0.5% | -44.8% | +45.3% | +10.6% |
| 3Y | -7.7% | -18.4% | +10.8% | -5.9% |
| 5Y | -31.3% | -71.6% | +40.3% | -30.6% |
| All | -8.8% | -74.3% | +65.5% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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