-64.8%
AAL vs ITOT
+303.4%
-368.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | 0.0% |
| 7D | -0.9% | -0.9% | 0.0% | +0.4% |
| 30D | -12.9% | -1.5% | -11.4% | -10.9% |
| 3M | -11.2% | +3.6% | -14.8% | -15.4% |
| 6M | +17.8% | +13.7% | +4.1% | -1.5% |
| YTD | -15.1% | +12.9% | -28.1% | -28.1% |
| 1Y | +0.5% | +17.2% | -16.7% | -19.3% |
| 3Y | -7.7% | +75.6% | -83.3% | -57.7% |
| 5Y | -31.3% | +75.5% | -106.8% | -67.5% |
| All | -64.8% | +303.4% | -368.2% | -94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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