-27.6%
AAL vs IAG
+161.6%
-189.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.1% | -1.1% |
| 7D | -0.1% | -7.7% | +7.6% | +0.3% |
| 30D | +11.7% | +1.6% | +10.1% | +11.6% |
| 3M | -12.5% | -2.4% | -10.1% | -12.5% |
| 6M | +3.6% | -7.8% | +11.4% | +3.7% |
| YTD | -14.1% | +5.0% | -19.1% | -14.7% |
| 1Y | +0.8% | +25.7% | -24.9% | -0.7% |
| 3Y | +11.8% | +694.5% | -682.7% | +1.7% |
| 5Y | -35.1% | +421.7% | -456.8% | -41.1% |
| 10Y | -68.3% | +382.5% | -450.7% | -71.7% |
| All | -27.6% | +161.6% | -189.3% | -39.0% |
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