-27.8%
AAL vs IAG
+209.4%
-237.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.3% |
| 7D | -3.7% | -0.5% | -3.2% | -3.7% |
| 30D | -20.8% | +28.9% | -49.7% | -21.8% |
| 3M | -1.3% | +19.1% | -20.4% | -2.2% |
| 6M | +5.4% | -10.3% | +15.6% | +5.4% |
| YTD | -14.4% | +24.2% | -38.5% | -15.6% |
| 1Y | +2.1% | +116.5% | -114.4% | -1.7% |
| 3Y | -10.6% | +742.8% | -753.4% | -18.9% |
| 5Y | -32.2% | +753.3% | -785.5% | -39.5% |
| 10Y | -62.7% | +403.2% | -465.9% | -66.9% |
| All | -27.8% | +209.4% | -237.2% | -39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling