-29.0%
AAL vs ITOT
+799.2%
-828.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -0.8% |
| 7D | -0.3% | +0.7% | -1.0% | -1.4% |
| 30D | -19.0% | -1.1% | -17.9% | -17.5% |
| 3M | -5.1% | +3.9% | -9.0% | -10.3% |
| 6M | +15.5% | +14.7% | +0.7% | -6.9% |
| YTD | -15.8% | +13.3% | -29.1% | -30.5% |
| 1Y | -0.3% | +19.1% | -19.5% | -24.1% |
| 3Y | -7.7% | +77.3% | -85.0% | -62.6% |
| 5Y | -32.5% | +74.1% | -106.6% | -71.1% |
| 10Y | -66.0% | +293.1% | -359.1% | -96.3% |
| All | -29.0% | +799.2% | -828.2% | -97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling