-26.8%
AAL vs IVZ
+352.6%
-379.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -5.2% |
| 7D | +2.9% | +5.1% | -2.2% | -0.5% |
| 30D | +6.5% | -1.6% | +8.0% | +7.7% |
| 3M | -10.9% | -9.1% | -1.7% | -4.8% |
| 6M | +4.9% | +1.8% | +3.1% | +2.5% |
| YTD | -13.2% | +10.8% | -24.0% | -20.3% |
| 1Y | -1.1% | +19.1% | -20.2% | -13.9% |
| 3Y | +12.8% | +144.4% | -131.6% | -43.2% |
| 5Y | -34.4% | +33.6% | -68.0% | -50.5% |
| 10Y | -67.9% | +41.7% | -109.6% | -79.5% |
| All | -26.8% | +352.6% | -379.5% | -80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling