-65.4%
AAL vs IP
+31.6%
-97.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.9% | +4.5% | +5.6% |
| 7D | +8.3% | -3.0% | +11.3% | +10.6% |
| 30D | +11.0% | +10.6% | +0.4% | +3.9% |
| 3M | -11.2% | -13.6% | +2.4% | -2.7% |
| 6M | +6.1% | +10.4% | -4.3% | -1.3% |
| YTD | -7.6% | -6.5% | -1.1% | -6.5% |
| 1Y | +3.7% | -2.1% | +5.9% | +1.5% |
| 3Y | +20.5% | +22.0% | -1.5% | -9.4% |
| 5Y | -36.4% | -9.7% | -26.7% | -40.0% |
| 10Y | -65.4% | +26.8% | -92.3% | -76.5% |
| All | -65.4% | +31.6% | -97.1% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling