-65.2%
AAL vs IVZ
+64.1%
-129.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | -0.9% | -2.4% | +1.5% | +0.7% |
| 30D | -16.0% | +2.5% | -18.5% | -17.4% |
| 3M | -4.2% | +17.1% | -21.3% | -14.5% |
| 6M | +15.7% | +35.1% | -19.5% | -6.6% |
| YTD | -16.2% | +24.3% | -40.5% | -28.4% |
| 1Y | +0.2% | +48.7% | -48.4% | -24.4% |
| 3Y | -8.1% | +135.6% | -143.7% | -51.0% |
| 5Y | -32.2% | +60.3% | -92.5% | -54.7% |
| All | -65.2% | +64.1% | -129.3% | -79.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling