-27.8%
AAL vs IVZ
+425.8%
-453.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.5% |
| 7D | -3.7% | +0.6% | -4.4% | -4.2% |
| 30D | -20.8% | +4.0% | -24.8% | -23.1% |
| 3M | -1.3% | +18.2% | -19.5% | -13.0% |
| 6M | +5.4% | +32.8% | -27.4% | -14.7% |
| YTD | -14.4% | +28.7% | -43.1% | -29.2% |
| 1Y | +2.1% | +55.4% | -53.3% | -26.5% |
| 3Y | -10.6% | +135.2% | -145.8% | -53.8% |
| 5Y | -32.2% | +64.2% | -96.4% | -56.4% |
| 10Y | -62.7% | +64.6% | -127.3% | -78.7% |
| All | -27.8% | +425.8% | -453.6% | -82.8% |
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