+13.0%
AAL vs GS
+183.4%
-170.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.2% |
| 7D | +4.6% | -3.2% | +7.8% | +7.3% |
| 30D | +2.6% | -2.4% | +5.0% | +4.6% |
| 3M | -17.8% | -15.7% | -2.0% | -6.8% |
| 6M | +1.9% | -6.8% | +8.6% | +3.7% |
| YTD | -14.0% | -0.1% | -14.0% | -17.4% |
| 1Y | +0.2% | +12.1% | -11.9% | -12.6% |
| 3Y | +13.0% | +185.8% | -172.7% | -54.4% |
| All | +13.0% | +183.4% | -170.3% | -54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling