+3.6%
AAL vs ITUB
-5.6%
+9.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.2% | -1.4% |
| 7D | -0.1% | +1.9% | -2.0% | -0.3% |
| 30D | +11.7% | -22.2% | +33.9% | +14.5% |
| 3M | -12.5% | +2.7% | -15.3% | -19.5% |
| 6M | +3.6% | -3.0% | +6.6% | -3.2% |
| All | +3.6% | -5.6% | +9.2% | -3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling