-32.2%
AAL vs GRAB
-72.0%
+39.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -0.9% | -12.0% | +11.1% | +1.5% |
| 30D | -16.0% | -19.5% | +3.6% | -12.3% |
| 3M | -4.2% | -8.0% | +3.7% | -2.6% |
| 6M | +15.7% | -22.2% | +37.9% | +21.5% |
| YTD | -16.2% | -39.7% | +23.5% | -8.0% |
| 1Y | +0.2% | -43.2% | +43.4% | +10.8% |
| 3Y | -8.1% | -19.1% | +11.0% | -6.2% |
| 5Y | -32.2% | -72.0% | +39.8% | -31.5% |
| All | -32.2% | -72.0% | +39.8% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling