-25.1%
AAL vs IP
+178.1%
-203.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.5% | +4.8% | +5.3% |
| 7D | +8.3% | +3.4% | +5.0% | +5.9% |
| 30D | +6.2% | +11.2% | -5.0% | -1.3% |
| 3M | -17.7% | -14.8% | -2.9% | -8.8% |
| 6M | +15.4% | +17.3% | -1.9% | +2.6% |
| YTD | -11.1% | -6.2% | -4.9% | -10.4% |
| 1Y | +7.7% | +2.3% | +5.4% | +1.8% |
| 3Y | +13.8% | +17.7% | -3.9% | -10.7% |
| 5Y | -33.9% | -8.4% | -25.5% | -38.5% |
| 10Y | -64.5% | +32.1% | -96.6% | -75.4% |
| All | -25.1% | +178.1% | -203.2% | -73.0% |
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