-27.8%
AAL vs LOW
+794.5%
-822.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | 0.0% | +0.2% |
| 7D | -3.7% | -1.7% | -2.0% | -2.4% |
| 30D | -20.8% | -7.0% | -13.8% | -16.1% |
| 3M | -1.3% | -0.9% | -0.4% | -0.5% |
| 6M | +5.4% | -20.1% | +25.5% | +25.8% |
| YTD | -14.4% | -13.9% | -0.4% | -4.1% |
| 1Y | +2.1% | -21.1% | +23.2% | +21.7% |
| 3Y | -10.6% | -6.6% | -3.9% | -8.0% |
| 5Y | -32.2% | +9.4% | -41.6% | -40.9% |
| 10Y | -62.7% | +220.5% | -283.2% | -89.9% |
| All | -27.8% | +794.5% | -822.4% | -95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling