-7.7%
AAL vs IVZ
+140.4%
-148.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -0.2% |
| 7D | -0.3% | +1.1% | -1.4% | -1.1% |
| 30D | -19.0% | +3.1% | -22.1% | -20.7% |
| 3M | -5.1% | +18.2% | -23.2% | -15.5% |
| 6M | +15.5% | +38.6% | -23.1% | -8.1% |
| YTD | -15.8% | +25.9% | -41.7% | -28.4% |
| 1Y | -0.3% | +51.7% | -52.0% | -25.4% |
| 3Y | -7.7% | +138.7% | -146.3% | -50.9% |
| All | -7.7% | +140.4% | -148.0% | -50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling