-7.7%
AAL vs IDXX
+7.6%
-15.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | -0.9% | -5.7% | +4.8% | +1.6% |
| 30D | -12.9% | -11.5% | -1.3% | -8.3% |
| 3M | -11.2% | -9.5% | -1.7% | -7.6% |
| 6M | +17.8% | -16.0% | +33.8% | +26.3% |
| YTD | -15.1% | -25.4% | +10.3% | -4.7% |
| 1Y | +0.5% | -21.8% | +22.2% | +10.3% |
| 3Y | -7.7% | +7.0% | -14.7% | -19.0% |
| All | -7.7% | +7.6% | -15.2% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 3y: compounded portfolio wealth divided by compounded IDXX 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…
3y analysis · Full analysis span regression · 6 months rolling