-23.8%
AAL vs IOT
+55.2%
-79.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +4.0% | +1.1% |
| 7D | -1.3% | +5.1% | -6.4% | -2.5% |
| 30D | -13.7% | -3.0% | -10.7% | -13.3% |
| 3M | -8.2% | +15.0% | -23.1% | -12.0% |
| 6M | +13.1% | +13.1% | 0.0% | +7.5% |
| YTD | -15.6% | +9.0% | -24.6% | -20.1% |
| 1Y | +1.4% | +0.1% | +1.3% | -2.3% |
| 3Y | -7.4% | +26.4% | -33.9% | -20.9% |
| All | -23.8% | +55.2% | -79.1% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling