-68.3%
AAL vs M
-8.5%
-59.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.1% | -3.5% | -4.7% |
| 7D | +2.9% | +0.6% | +2.4% | +2.7% |
| 30D | +6.5% | +7.0% | -0.5% | +3.6% |
| 3M | -10.9% | +3.1% | -14.0% | -12.3% |
| 6M | +4.9% | +33.5% | -28.6% | -7.7% |
| YTD | -13.2% | +13.4% | -26.6% | -18.8% |
| 1Y | -1.1% | +22.4% | -23.5% | -10.7% |
| 3Y | +12.8% | +150.9% | -138.1% | -31.7% |
| 5Y | -34.4% | -3.0% | -31.4% | -44.9% |
| All | -68.3% | -8.5% | -59.8% | -82.3% |
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