-1.1%
AAL vs GS
+14.4%
-15.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.4% | -4.2% | -4.6% |
| 7D | +2.9% | +5.1% | -2.2% | -0.3% |
| 30D | +6.5% | +2.4% | +4.0% | +5.0% |
| 3M | -10.9% | -11.5% | +0.6% | -4.1% |
| 6M | +4.9% | -2.5% | +7.4% | +0.7% |
| YTD | -13.2% | +5.5% | -18.6% | -22.2% |
| 1Y | -1.1% | +11.0% | -12.2% | -15.3% |
| All | -1.1% | +14.4% | -15.5% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 1y: compounded portfolio wealth divided by compounded GS 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…
1y analysis · Full analysis span regression · 6 months rolling