-32.5%
AAL vs IT
-44.6%
+12.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.4% | +5.7% | +0.8% |
| 7D | -0.3% | -9.1% | +8.8% | +2.7% |
| 30D | -19.0% | -7.0% | -12.0% | -17.6% |
| 3M | -5.1% | +7.6% | -12.7% | -9.9% |
| 6M | +15.5% | +2.1% | +13.3% | +10.3% |
| YTD | -15.8% | -31.6% | +15.8% | -4.7% |
| 1Y | -0.3% | -29.9% | +29.6% | +10.2% |
| 3Y | -7.7% | -51.3% | +43.6% | +20.7% |
| 5Y | -32.5% | -44.8% | +12.3% | -26.9% |
| All | -32.5% | -44.6% | +12.1% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling