-27.8%
AAL vs JBL
+1,211.5%
-1,239.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.4% |
| 7D | -3.7% | +3.0% | -6.8% | -5.4% |
| 30D | -20.8% | -8.3% | -12.5% | -17.3% |
| 3M | -1.3% | -16.9% | +15.6% | +7.6% |
| 6M | +5.4% | +21.8% | -16.4% | -8.8% |
| YTD | -14.4% | +36.3% | -50.7% | -31.1% |
| 1Y | +2.1% | +49.5% | -47.4% | -23.2% |
| 3Y | -10.6% | +170.6% | -181.2% | -55.5% |
| 5Y | -32.2% | +408.4% | -440.6% | -76.9% |
| 10Y | -62.7% | +1,450.4% | -1,513.1% | -93.4% |
| All | -27.8% | +1,211.5% | -1,239.3% | -92.4% |
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