-26.8%
AAL vs LOW
+901.5%
-928.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.8% | -3.8% | -4.2% |
| 7D | +2.9% | +0.1% | +2.8% | +3.0% |
| 30D | +6.5% | +21.3% | -14.8% | -8.6% |
| 3M | -10.9% | +6.0% | -16.8% | -15.1% |
| 6M | +4.9% | +2.6% | +2.3% | +2.5% |
| YTD | -13.2% | -3.6% | -9.6% | -11.3% |
| 1Y | -1.1% | -1.0% | -0.2% | -1.5% |
| 3Y | +12.8% | +24.2% | -11.4% | -7.6% |
| 5Y | -34.4% | +6.3% | -40.7% | -41.1% |
| 10Y | -67.9% | +294.1% | -362.0% | -92.7% |
| All | -26.8% | +901.5% | -928.4% | -95.5% |
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