-27.6%
AAL vs KEY
+31.9%
-59.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.5% | +2.2% |
| 7D | +4.6% | -1.3% | +5.9% | +5.5% |
| 30D | +2.6% | +5.1% | -2.6% | -0.2% |
| 3M | -17.8% | -7.1% | -10.7% | -14.1% |
| 6M | +1.9% | -4.4% | +6.2% | +4.7% |
| YTD | -14.0% | +4.0% | -18.0% | -15.5% |
| 1Y | +0.2% | +23.4% | -23.2% | -10.7% |
| 3Y | +13.0% | +113.9% | -100.9% | -27.6% |
| 5Y | -39.6% | +12.3% | -51.9% | -48.1% |
| 10Y | -65.7% | +125.5% | -191.2% | -80.7% |
| All | -27.6% | +31.9% | -59.5% | -61.5% |
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