-29.4%
AAL vs JHX
+519.3%
-548.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.2% |
| 7D | -0.9% | -4.9% | +3.9% | +0.9% |
| 30D | -16.0% | -9.3% | -6.7% | -12.9% |
| 3M | -4.2% | +28.1% | -32.3% | -13.1% |
| 6M | +15.7% | +35.2% | -19.5% | +2.4% |
| YTD | -16.2% | +35.9% | -52.0% | -26.2% |
| 1Y | +0.2% | +42.5% | -42.3% | -14.1% |
| 3Y | -8.1% | -4.5% | -3.6% | -16.0% |
| 5Y | -32.2% | -27.1% | -5.1% | -32.8% |
| 10Y | -65.4% | +104.2% | -169.6% | -77.7% |
| All | -29.4% | +519.3% | -548.7% | -80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling