-27.8%
AAL vs KEY
+40.3%
-68.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +1.0% | +1.1% |
| 7D | -3.7% | +2.2% | -5.9% | -5.0% |
| 30D | -20.8% | -3.0% | -17.8% | -19.4% |
| 3M | -1.3% | +3.3% | -4.6% | -2.9% |
| 6M | +5.4% | +9.2% | -3.8% | +0.4% |
| YTD | -14.4% | +10.6% | -25.0% | -18.8% |
| 1Y | +2.1% | +20.4% | -18.3% | -7.9% |
| 3Y | -10.6% | +121.8% | -132.4% | -44.3% |
| 5Y | -32.2% | +41.1% | -73.3% | -49.2% |
| 10Y | -62.7% | +168.5% | -231.2% | -81.1% |
| All | -27.8% | +40.3% | -68.2% | -63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling