-65.2%
AAL vs IT
+92.9%
-158.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -0.9% | -12.7% | +11.8% | +4.6% |
| 30D | -16.0% | -8.9% | -7.1% | -13.2% |
| 3M | -4.2% | +10.1% | -14.4% | -11.5% |
| 6M | +15.7% | +7.3% | +8.4% | +6.0% |
| YTD | -16.2% | -32.4% | +16.2% | -5.6% |
| 1Y | +0.2% | -26.6% | +26.9% | +7.1% |
| 3Y | -8.1% | -51.8% | +43.7% | +18.9% |
| 5Y | -32.2% | -45.6% | +13.4% | -20.1% |
| All | -65.2% | +92.9% | -158.2% | -78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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