-67.1%
AAL vs IP
+26.3%
-93.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.4% |
| 7D | +4.6% | -5.1% | +9.7% | +8.3% |
| 30D | +2.6% | +8.5% | -5.9% | -2.8% |
| 3M | -17.8% | -13.8% | -3.9% | -9.9% |
| 6M | +1.9% | +5.7% | -3.9% | -2.6% |
| YTD | -14.0% | -9.1% | -4.9% | -11.4% |
| 1Y | +0.2% | -0.8% | +1.0% | -2.9% |
| 3Y | +13.0% | +14.8% | -1.8% | -11.4% |
| 5Y | -39.6% | -11.5% | -28.1% | -42.4% |
| All | -67.1% | +26.3% | -93.4% | -76.2% |
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