-61.1%
AAL vs KEYS
+1,086.4%
-1,147.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.6% |
| 7D | -1.3% | +2.9% | -4.2% | -2.8% |
| 30D | -13.7% | -1.3% | -12.4% | -13.4% |
| 3M | -8.2% | -0.1% | -8.0% | -9.4% |
| 6M | +13.1% | +17.4% | -4.3% | +2.0% |
| YTD | -15.6% | +62.9% | -78.5% | -37.3% |
| 1Y | +1.4% | +95.7% | -94.3% | -32.1% |
| 3Y | -7.4% | +150.2% | -157.6% | -45.7% |
| 5Y | -35.9% | +83.1% | -119.0% | -57.1% |
| 10Y | -65.1% | +1,020.9% | -1,086.0% | -90.2% |
| All | -61.1% | +1,086.4% | -1,147.5% | -88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling