-8.2%
AAL vs GS
+239.2%
-247.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | -3.7% | +0.9% | -4.7% | -4.5% |
| 30D | -20.8% | -1.6% | -19.2% | -19.9% |
| 3M | -1.3% | -4.5% | +3.2% | +0.7% |
| 6M | +5.4% | +20.9% | -15.5% | -11.8% |
| YTD | -14.4% | +19.9% | -34.2% | -28.0% |
| 1Y | +2.1% | +41.4% | -39.3% | -25.5% |
| All | -8.2% | +239.2% | -247.4% | -67.6% |
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