+0.8%
AAL vs M
+24.3%
-23.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.8% |
| 7D | -0.1% | +7.0% | -7.1% | -3.1% |
| 30D | +11.7% | +8.9% | +2.8% | +7.6% |
| 3M | -12.5% | +4.5% | -17.0% | -14.4% |
| 6M | +3.6% | +36.2% | -32.6% | -9.0% |
| YTD | -14.1% | +15.1% | -29.2% | -20.8% |
| 1Y | +0.8% | +27.4% | -26.7% | -12.1% |
| All | +0.8% | +24.3% | -23.5% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling