-65.2%
AAL vs ITUB
+219.0%
-284.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.9% |
| 7D | -0.9% | +1.0% | -1.9% | -1.5% |
| 30D | -16.0% | +10.7% | -26.7% | -19.9% |
| 3M | -4.2% | +10.1% | -14.3% | -8.7% |
| 6M | +15.7% | -0.1% | +15.8% | +15.3% |
| YTD | -16.2% | +18.4% | -34.6% | -23.1% |
| 1Y | +0.2% | +31.3% | -31.0% | -12.8% |
| 3Y | -8.1% | +124.6% | -132.7% | -38.7% |
| 5Y | -32.2% | +192.0% | -224.2% | -62.4% |
| All | -65.2% | +219.0% | -284.2% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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