-65.0%
AAL vs IVZ
+64.9%
-129.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.7% |
| 7D | -1.3% | +1.2% | -2.5% | -2.1% |
| 30D | -13.7% | +1.8% | -15.5% | -14.9% |
| 3M | -8.2% | +15.7% | -23.9% | -17.4% |
| 6M | +13.1% | +36.3% | -23.2% | -9.2% |
| YTD | -15.6% | +24.9% | -40.5% | -28.1% |
| 1Y | +1.4% | +48.9% | -47.5% | -23.6% |
| 3Y | -7.4% | +136.8% | -144.2% | -50.8% |
| 5Y | -35.9% | +60.0% | -95.9% | -57.1% |
| All | -65.0% | +64.9% | -129.9% | -79.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling