-66.0%
AAL vs IT
+93.0%
-159.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.2% | -1.0% |
| 7D | +3.4% | -6.8% | +10.3% | +6.5% |
| 30D | +11.7% | -0.6% | +12.3% | +11.2% |
| 3M | -7.8% | +3.1% | -10.8% | -10.6% |
| 6M | +10.2% | +25.5% | -15.2% | -5.7% |
| YTD | -8.0% | -23.5% | +15.5% | -2.8% |
| 1Y | +8.5% | -16.6% | +25.2% | +9.4% |
| 3Y | +19.5% | -53.1% | +72.6% | +59.4% |
| 5Y | -33.9% | -41.4% | +7.5% | -24.6% |
| 10Y | -66.0% | +90.9% | -156.9% | -81.0% |
| All | -66.0% | +93.0% | -159.0% | -81.0% |
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