-27.8%
AAL vs ITUB
+513.3%
-541.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.6% |
| 7D | -3.7% | +8.7% | -12.4% | -7.6% |
| 30D | -20.8% | -0.7% | -20.1% | -20.8% |
| 3M | -1.3% | +7.8% | -9.1% | -5.1% |
| 6M | +5.4% | -3.4% | +8.8% | +6.8% |
| YTD | -14.4% | +16.3% | -30.6% | -21.0% |
| 1Y | +2.1% | +29.8% | -27.7% | -11.2% |
| 3Y | -10.6% | +111.1% | -121.6% | -39.5% |
| 5Y | -32.2% | +173.6% | -205.8% | -61.8% |
| 10Y | -62.7% | +193.2% | -256.0% | -81.9% |
| All | -27.8% | +513.3% | -541.1% | -80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling