+11.8%
AAL vs IOT
+75.5%
-63.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.1% | -1.1% |
| 7D | -0.1% | +0.9% | -1.0% | -0.2% |
| 30D | +11.7% | +1.4% | +10.3% | +11.4% |
| 3M | -12.5% | +0.5% | -13.1% | -13.0% |
| 6M | +3.6% | +50.3% | -46.7% | -6.3% |
| YTD | -14.1% | +16.7% | -30.8% | -18.9% |
| 1Y | +0.8% | +6.8% | -6.1% | -3.0% |
| 3Y | +11.8% | +75.5% | -63.7% | -5.9% |
| All | +11.8% | +75.5% | -63.7% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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