-27.8%
AAL vs IT
+1,615.0%
-1,642.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.6% | +5.9% | +4.1% |
| 7D | -3.7% | -6.0% | +2.3% | -0.3% |
| 30D | -20.8% | 0.0% | -20.8% | -21.7% |
| 3M | -1.3% | +13.1% | -14.3% | -13.7% |
| 6M | +5.4% | +11.7% | -6.3% | -10.1% |
| YTD | -14.4% | -26.1% | +11.8% | -7.5% |
| 1Y | +2.1% | -21.3% | +23.4% | +4.0% |
| 3Y | -10.6% | -46.7% | +36.2% | +12.1% |
| 5Y | -32.2% | -40.5% | +8.3% | -23.8% |
| 10Y | -62.7% | +103.9% | -166.6% | -85.4% |
| All | -27.8% | +1,615.0% | -1,642.8% | -95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling