-32.6%
AAL vs JHX
-27.7%
-4.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.3% | +0.9% |
| 7D | -0.9% | -6.3% | +5.4% | +1.6% |
| 30D | -12.9% | -7.7% | -5.1% | -10.2% |
| 3M | -11.2% | +19.2% | -30.4% | -17.4% |
| 6M | +17.8% | +38.3% | -20.4% | +3.1% |
| YTD | -15.1% | +37.2% | -52.3% | -25.7% |
| 1Y | +0.5% | +42.3% | -41.8% | -14.0% |
| 3Y | -7.7% | -4.4% | -3.3% | -18.8% |
| All | -32.6% | -27.7% | -4.9% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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