-62.3%
AAL vs IBKR
+1,318.9%
-1,381.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | 0.0% |
| 7D | -0.9% | -3.8% | +2.9% | +1.8% |
| 30D | -16.0% | -0.3% | -15.6% | -16.3% |
| 3M | -4.2% | +4.8% | -9.0% | -8.9% |
| 6M | +15.7% | +30.8% | -15.1% | -6.5% |
| YTD | -16.2% | +39.5% | -55.6% | -35.8% |
| 1Y | +0.2% | +43.7% | -43.4% | -25.4% |
| 3Y | -8.1% | +284.7% | -292.7% | -69.0% |
| 5Y | -32.2% | +484.9% | -517.1% | -83.8% |
| 10Y | -65.4% | +980.8% | -1,046.2% | -95.4% |
| All | -62.3% | +1,318.9% | -1,381.2% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling