-8.8%
AAL vs ITOT
+74.3%
-83.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | +0.4% |
| 7D | -0.9% | -2.0% | +1.1% | +2.6% |
| 30D | -16.0% | -2.0% | -14.0% | -13.1% |
| 3M | -4.2% | +4.5% | -8.8% | -10.6% |
| 6M | +15.7% | +12.6% | +3.0% | -4.2% |
| YTD | -16.2% | +12.0% | -28.2% | -29.7% |
| 1Y | +0.2% | +17.3% | -17.0% | -21.9% |
| All | -8.8% | +74.3% | -83.1% | -62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling