-32.5%
AAL vs IBN
+56.7%
-89.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.9% | +0.1% |
| 7D | -0.3% | -2.2% | +1.9% | +1.3% |
| 30D | -19.0% | -2.3% | -16.7% | -17.7% |
| 3M | -5.1% | +15.9% | -20.9% | -14.1% |
| 6M | +15.5% | +5.6% | +9.9% | +11.4% |
| YTD | -15.8% | -0.1% | -15.7% | -15.7% |
| 1Y | -0.3% | -6.5% | +6.2% | +3.6% |
| 3Y | -7.7% | +29.3% | -37.0% | -26.0% |
| 5Y | -32.5% | +56.6% | -89.1% | -55.2% |
| All | -32.5% | +56.7% | -89.2% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 5y: compounded portfolio wealth divided by compounded IBN 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…
5y analysis · Full analysis span regression · 6 months rolling