-64.8%
AAL vs HIG
+313.7%
-378.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.5% |
| 7D | -0.9% | -1.5% | +0.5% | +0.1% |
| 30D | -12.9% | -0.4% | -12.5% | -12.8% |
| 3M | -11.2% | +6.7% | -17.9% | -15.7% |
| 6M | +17.8% | +2.0% | +15.9% | +14.9% |
| YTD | -15.1% | +0.3% | -15.4% | -16.3% |
| 1Y | +0.5% | +4.2% | -3.7% | -3.8% |
| 3Y | -7.7% | +102.2% | -109.9% | -45.9% |
| 5Y | -31.3% | +118.5% | -149.8% | -61.8% |
| All | -64.8% | +313.7% | -378.5% | -85.6% |
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