-32.2%
AAL vs ITOT
+71.8%
-104.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | +0.3% |
| 7D | -0.9% | -2.0% | +1.1% | +2.4% |
| 30D | -16.0% | -2.0% | -14.0% | -13.2% |
| 3M | -4.2% | +4.5% | -8.8% | -10.2% |
| 6M | +15.7% | +12.6% | +3.0% | -3.1% |
| YTD | -16.2% | +12.0% | -28.2% | -28.9% |
| 1Y | +0.2% | +17.3% | -17.0% | -20.7% |
| 3Y | -8.1% | +75.2% | -83.3% | -59.6% |
| 5Y | -32.2% | +74.0% | -106.2% | -68.3% |
| All | -32.2% | +71.8% | -104.0% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling