-67.1%
AAL vs LIN
+424.3%
-491.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.1% | +2.8% |
| 7D | +4.6% | +0.2% | +4.4% | +4.6% |
| 30D | +2.6% | +6.5% | -3.9% | -2.2% |
| 3M | -17.8% | +5.5% | -23.3% | -21.2% |
| 6M | +1.9% | +3.3% | -1.5% | -1.2% |
| YTD | -14.0% | +22.0% | -36.1% | -27.7% |
| 1Y | +0.2% | +25.7% | -25.5% | -17.8% |
| 3Y | +13.0% | +36.2% | -23.2% | -13.3% |
| 5Y | -39.6% | +66.1% | -105.7% | -60.8% |
| All | -67.1% | +424.3% | -491.4% | -89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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