-22.7%
AAL vs IOT
+61.4%
-84.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | +0.4% |
| 7D | -3.7% | -2.3% | -1.4% | -3.3% |
| 30D | -20.8% | +3.8% | -24.6% | -21.7% |
| 3M | -1.3% | +14.2% | -15.5% | -5.2% |
| 6M | +5.4% | +40.1% | -34.7% | -5.9% |
| YTD | -14.4% | +13.4% | -27.8% | -19.6% |
| 1Y | +2.1% | +12.2% | -10.1% | -4.8% |
| 3Y | -10.6% | +30.0% | -40.5% | -24.0% |
| All | -22.7% | +61.4% | -84.2% | -47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling