-27.6%
AAL vs JBL
+973.7%
-1,001.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | +0.2% |
| 7D | -0.1% | +6.3% | -6.4% | -3.5% |
| 30D | +11.7% | -13.5% | +25.2% | +20.0% |
| 3M | -12.5% | -31.3% | +18.8% | +5.7% |
| 6M | +3.6% | -28.4% | +32.1% | +20.6% |
| YTD | -14.1% | +11.6% | -25.7% | -24.1% |
| 1Y | +0.8% | +26.1% | -25.4% | -17.5% |
| 3Y | +11.8% | +97.4% | -85.6% | -33.6% |
| 5Y | -35.1% | +301.0% | -336.1% | -75.1% |
| 10Y | -68.3% | +1,151.1% | -1,219.3% | -93.7% |
| All | -27.6% | +973.7% | -1,001.3% | -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