+11.8%
AAL vs ITUB
+81.0%
-69.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.2% | -1.8% |
| 7D | -0.1% | +1.9% | -2.0% | -0.7% |
| 30D | +11.7% | -22.2% | +33.9% | +19.8% |
| 3M | -12.5% | +2.7% | -15.3% | -17.2% |
| 6M | +3.6% | -3.0% | +6.6% | +0.3% |
| YTD | -14.1% | +7.5% | -21.6% | -20.4% |
| 1Y | +0.8% | +10.5% | -9.7% | -8.2% |
| 3Y | +11.8% | +81.0% | -69.2% | -17.5% |
| All | +11.8% | +81.0% | -69.2% | -17.5% |
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