-8.2%
AAL vs ITUB
+114.2%
-122.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +1.5% |
| 7D | -1.3% | 0.0% | -1.3% | -1.4% |
| 30D | -13.7% | +2.6% | -16.3% | -15.0% |
| 3M | -8.2% | +8.4% | -16.6% | -11.9% |
| 6M | +13.1% | -0.5% | +13.7% | +12.9% |
| YTD | -15.6% | +15.3% | -30.9% | -21.2% |
| 1Y | +1.4% | +28.7% | -27.3% | -10.7% |
| All | -8.2% | +114.2% | -122.4% | -39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling