-27.6%
AAL vs M
+34.7%
-62.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.6% | +6.5% | +4.4% |
| 7D | +4.6% | -4.3% | +8.9% | +7.0% |
| 30D | +2.6% | +1.3% | +1.3% | +1.7% |
| 3M | -17.8% | -7.4% | -10.4% | -14.9% |
| 6M | +1.9% | +18.3% | -16.5% | -8.1% |
| YTD | -14.0% | +7.6% | -21.6% | -19.2% |
| 1Y | +0.2% | +17.4% | -17.2% | -10.6% |
| 3Y | +13.0% | +108.4% | -95.3% | -35.4% |
| 5Y | -39.6% | -10.6% | -29.0% | -51.5% |
| 10Y | -65.7% | -3.2% | -62.5% | -82.0% |
| All | -27.6% | +34.7% | -62.3% | -79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling