+19.7%
AAL vs IT
-53.1%
+72.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.2% | -0.5% |
| 7D | +3.4% | -6.8% | +10.3% | +5.0% |
| 30D | +11.7% | -0.6% | +12.3% | +11.7% |
| 3M | -7.8% | +3.1% | -10.8% | -8.9% |
| 6M | +10.2% | +25.5% | -15.2% | +2.5% |
| YTD | -8.0% | -23.5% | +15.5% | -0.1% |
| 1Y | +8.5% | -16.6% | +25.2% | +13.4% |
| All | +19.7% | -53.1% | +72.7% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling