+2.1%
AAL vs IVZ
+56.4%
-54.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.5% |
| 7D | -3.7% | +0.6% | -4.4% | -4.1% |
| 30D | -20.8% | +4.0% | -24.8% | -22.8% |
| 3M | -1.3% | +18.2% | -19.5% | -11.7% |
| 6M | +5.4% | +32.8% | -27.4% | -13.8% |
| YTD | -14.4% | +28.7% | -43.1% | -27.7% |
| 1Y | +2.1% | +55.4% | -53.3% | -23.5% |
| All | +2.1% | +56.4% | -54.3% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling