-27.8%
AAL vs IP
+190.5%
-218.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | -0.3% |
| 7D | -3.7% | -5.3% | +1.5% | -0.2% |
| 30D | -20.8% | -10.9% | -10.0% | -14.5% |
| 3M | -1.3% | +11.2% | -12.4% | -8.7% |
| 6M | +5.4% | -10.2% | +15.6% | +11.0% |
| YTD | -14.4% | -2.0% | -12.4% | -15.9% |
| 1Y | +2.1% | -19.1% | +21.2% | +12.7% |
| 3Y | -10.6% | +20.9% | -31.4% | -30.9% |
| 5Y | -32.2% | -17.8% | -14.4% | -31.7% |
| 10Y | -62.7% | +23.5% | -86.2% | -72.8% |
| All | -27.8% | +190.5% | -218.3% | -74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling