-8.2%
AAL vs LOW
-9.4%
+1.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +1.0% |
| 7D | -1.3% | -0.6% | -0.7% | -0.9% |
| 30D | -13.7% | -9.3% | -4.5% | -7.3% |
| 3M | -8.2% | -8.1% | -0.1% | -2.2% |
| 6M | +13.1% | -19.8% | +32.9% | +32.5% |
| YTD | -15.6% | -16.4% | +0.8% | -4.5% |
| 1Y | +1.4% | -24.7% | +26.1% | +23.9% |
| All | -8.2% | -9.4% | +1.2% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 3y: compounded portfolio wealth divided by compounded LOW 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…
3y analysis · Full analysis span regression · 6 months rolling