-65.2%
AAL vs JBL
+1,478.7%
-1,543.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +1.0% |
| 7D | -0.9% | -1.0% | +0.1% | -0.3% |
| 30D | -16.0% | -15.1% | -0.9% | -7.6% |
| 3M | -4.2% | -14.0% | +9.8% | +3.0% |
| 6M | +15.7% | +20.6% | -5.0% | -1.4% |
| YTD | -16.2% | +32.9% | -49.1% | -33.6% |
| 1Y | +0.2% | +40.5% | -40.3% | -24.6% |
| 3Y | -8.1% | +183.7% | -191.8% | -61.0% |
| 5Y | -32.2% | +388.3% | -420.5% | -81.3% |
| All | -65.2% | +1,478.7% | -1,543.9% | -94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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