-34.4%
AAL vs LOW
+7.2%
-41.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.8% | -3.8% | -4.3% |
| 7D | +2.9% | +0.1% | +2.8% | +3.0% |
| 30D | +6.5% | +21.3% | -14.8% | -6.9% |
| 3M | -10.9% | +6.0% | -16.8% | -14.5% |
| 6M | +4.9% | +2.6% | +2.3% | +2.9% |
| YTD | -13.2% | -3.6% | -9.6% | -11.4% |
| 1Y | -1.1% | -1.0% | -0.2% | -1.3% |
| 3Y | +12.8% | +24.2% | -11.4% | -4.9% |
| 5Y | -34.4% | +6.3% | -40.7% | -44.0% |
| All | -34.4% | +7.2% | -41.6% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling