-64.8%
AAL vs KEYS
+1,049.9%
-1,114.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.0% | -2.7% | -0.8% |
| 7D | -0.9% | +3.5% | -4.4% | -2.7% |
| 30D | -12.9% | -4.5% | -8.4% | -11.0% |
| 3M | -11.2% | -0.4% | -10.8% | -12.4% |
| 6M | +17.8% | +19.1% | -1.3% | +5.1% |
| YTD | -15.1% | +66.7% | -81.8% | -38.3% |
| 1Y | +0.5% | +96.5% | -96.0% | -33.6% |
| 3Y | -7.7% | +155.2% | -162.8% | -47.4% |
| 5Y | -31.3% | +88.0% | -119.3% | -55.4% |
| All | -64.8% | +1,049.9% | -1,114.7% | -90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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