-64.8%
AAL vs M
-1.9%
-62.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.3% | +0.2% |
| 7D | -3.7% | +4.7% | -8.5% | -5.6% |
| 30D | -20.8% | -9.6% | -11.2% | -17.4% |
| 3M | -1.3% | +0.9% | -2.1% | -1.9% |
| 6M | +5.4% | +22.3% | -16.9% | -3.7% |
| YTD | -14.4% | +6.5% | -20.9% | -17.5% |
| 1Y | +2.1% | +38.8% | -36.7% | -12.5% |
| 3Y | -10.6% | +115.9% | -126.5% | -42.2% |
| 5Y | -32.2% | +28.6% | -60.8% | -50.4% |
| All | -64.8% | -1.9% | -62.9% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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