-7.7%
AAL vs IAG
+797.8%
-805.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.5% |
| 7D | -0.3% | +4.3% | -4.6% | -0.7% |
| 30D | -19.0% | +9.8% | -28.8% | -19.8% |
| 3M | -5.1% | +28.9% | -34.0% | -7.8% |
| 6M | +15.5% | -7.6% | +23.1% | +14.7% |
| YTD | -15.8% | +22.0% | -37.7% | -18.3% |
| 1Y | -0.3% | +99.5% | -99.8% | -6.6% |
| 3Y | -7.7% | +818.3% | -825.9% | -18.4% |
| All | -7.7% | +797.8% | -805.4% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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