-32.8%
AAL vs KEY
+40.7%
-73.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +1.0% | +1.1% |
| 7D | -3.7% | +2.2% | -5.9% | -4.9% |
| 30D | -20.8% | -3.0% | -17.8% | -19.5% |
| 3M | -1.3% | +3.3% | -4.6% | -2.8% |
| 6M | +5.4% | +9.2% | -3.8% | +0.7% |
| YTD | -14.4% | +10.6% | -25.0% | -18.6% |
| 1Y | +2.1% | +20.4% | -18.3% | -7.3% |
| 3Y | -10.6% | +121.8% | -132.4% | -40.2% |
| All | -32.8% | +40.7% | -73.5% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling