-65.5%
AAL vs M
-3.0%
-62.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +10.1% | +5.0% | +5.0% | +7.8% |
| 30D | +10.6% | +10.6% | -0.1% | +6.0% |
| 3M | -5.9% | +1.6% | -7.5% | -6.9% |
| 6M | +5.7% | +30.8% | -25.1% | -6.2% |
| YTD | -8.0% | +16.9% | -24.9% | -15.0% |
| 1Y | +6.0% | +26.3% | -20.3% | -5.5% |
| 3Y | +19.6% | +158.6% | -139.0% | -28.5% |
| 5Y | -34.6% | +2.1% | -36.7% | -46.3% |
| 10Y | -65.5% | -4.3% | -61.1% | -81.0% |
| All | -65.5% | -3.0% | -62.4% | -81.0% |
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