-68.6%
AAL vs HIG
+261.7%
-330.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | -0.1% | +2.6% | -2.7% | -1.8% |
| 30D | +11.7% | +4.2% | +7.5% | +8.6% |
| 3M | -12.5% | +0.2% | -12.7% | -13.1% |
| 6M | +3.6% | +4.6% | -1.0% | -0.8% |
| YTD | -14.1% | +1.1% | -15.2% | -15.9% |
| 1Y | +0.8% | +4.7% | -3.9% | -4.0% |
| 3Y | +11.8% | +95.5% | -83.7% | -33.1% |
| 5Y | -35.1% | +111.7% | -146.8% | -63.2% |
| All | -68.6% | +261.7% | -330.3% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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