+2.1%
AAL vs MA
-1.7%
+3.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.7% |
| 7D | -3.7% | -2.7% | -1.0% | -2.6% |
| 30D | -20.8% | +1.5% | -22.3% | -21.4% |
| 3M | -1.3% | +20.4% | -21.7% | -8.9% |
| 6M | +5.4% | +11.1% | -5.8% | +0.4% |
| YTD | -14.4% | +2.0% | -16.3% | -15.0% |
| 1Y | +2.1% | -2.2% | +4.3% | +1.5% |
| All | +2.1% | -1.7% | +3.8% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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