-65.4%
AAL vs KEY
+121.9%
-187.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.7% | +4.7% | +5.7% |
| 7D | +8.3% | -0.4% | +8.6% | +8.7% |
| 30D | +11.0% | +7.2% | +3.8% | +6.3% |
| 3M | -11.2% | -4.9% | -6.3% | -8.1% |
| 6M | +6.1% | +1.1% | +5.0% | +5.7% |
| YTD | -7.6% | +6.8% | -14.4% | -11.0% |
| 1Y | +3.7% | +23.3% | -19.6% | -9.0% |
| 3Y | +20.5% | +126.1% | -105.6% | -30.2% |
| 5Y | -36.4% | +15.2% | -51.6% | -46.1% |
| 10Y | -65.4% | +113.6% | -179.0% | -80.9% |
| All | -65.4% | +121.9% | -187.3% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling