-22.5%
AAL vs IAG
+173.0%
-195.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.4% | 0.0% |
| 7D | +3.4% | +3.4% | 0.0% | +3.3% |
| 30D | +11.7% | -2.7% | +14.4% | +11.8% |
| 3M | -7.8% | -0.5% | -7.3% | -7.9% |
| 6M | +10.2% | -4.8% | +15.1% | +10.2% |
| YTD | -8.0% | +9.6% | -17.6% | -8.9% |
| 1Y | +8.5% | +32.2% | -23.6% | +6.7% |
| 3Y | +19.5% | +692.5% | -673.1% | +8.7% |
| 5Y | -33.9% | +447.6% | -481.5% | -40.2% |
| 10Y | -66.0% | +403.3% | -469.4% | -69.7% |
| All | -22.5% | +173.0% | -195.5% | -34.9% |
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