-26.8%
AAL vs JBL
+997.8%
-1,024.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.0% | -5.8% |
| 7D | +2.9% | +10.0% | -7.0% | -2.4% |
| 30D | +6.5% | -18.2% | +24.7% | +18.1% |
| 3M | -10.9% | -29.0% | +18.1% | +5.7% |
| 6M | +4.9% | -25.9% | +30.7% | +19.6% |
| YTD | -13.2% | +14.1% | -27.3% | -24.3% |
| 1Y | -1.1% | +21.7% | -22.8% | -17.4% |
| 3Y | +12.8% | +103.8% | -91.1% | -34.2% |
| 5Y | -34.4% | +310.0% | -344.4% | -75.1% |
| 10Y | -67.9% | +1,179.2% | -1,247.1% | -93.7% |
| All | -26.8% | +997.8% | -1,024.6% | -91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling