-64.8%
AAL vs IBKR
+1,011.6%
-1,076.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -0.9% | 0.0% |
| 7D | -0.9% | -1.3% | +0.4% | -0.1% |
| 30D | -12.9% | -0.2% | -12.6% | -13.1% |
| 3M | -11.2% | +3.0% | -14.1% | -13.9% |
| 6M | +17.8% | +33.9% | -16.0% | -2.7% |
| YTD | -15.1% | +42.5% | -57.6% | -32.9% |
| 1Y | +0.5% | +44.9% | -44.4% | -21.9% |
| 3Y | -7.7% | +293.0% | -300.7% | -63.6% |
| 5Y | -31.3% | +497.7% | -529.0% | -80.1% |
| All | -64.8% | +1,011.6% | -1,076.4% | -92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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