-58.5%
AAL vs ICE
+2,331.7%
-2,390.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.3% | +2.2% |
| 7D | -3.7% | -0.7% | -3.1% | -3.5% |
| 30D | -20.8% | +7.6% | -28.4% | -23.7% |
| 3M | -1.3% | +13.9% | -15.2% | -8.1% |
| 6M | +5.4% | -2.4% | +7.7% | +5.3% |
| YTD | -14.4% | +0.3% | -14.6% | -15.9% |
| 1Y | +2.1% | -6.4% | +8.5% | +3.4% |
| 3Y | -10.6% | +43.1% | -53.7% | -27.1% |
| 5Y | -32.2% | +42.1% | -74.3% | -45.0% |
| 10Y | -62.7% | +220.9% | -283.6% | -80.1% |
| All | -58.5% | +2,331.7% | -2,390.3% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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