-35.9%
AAL vs JBL
+410.1%
-446.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | -1.3% | +4.0% | -5.3% | -3.3% |
| 30D | -13.7% | -7.5% | -6.2% | -10.7% |
| 3M | -8.2% | -14.1% | +5.9% | -2.1% |
| 6M | +13.1% | +25.9% | -12.8% | -3.3% |
| YTD | -15.6% | +36.7% | -52.2% | -31.5% |
| 1Y | +1.4% | +49.0% | -47.6% | -22.7% |
| 3Y | -7.4% | +191.8% | -199.2% | -56.5% |
| 5Y | -35.9% | +409.8% | -445.7% | -81.9% |
| All | -35.9% | +410.1% | -446.0% | -81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling