-68.3%
AAL vs MA
+558.8%
-627.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.4% | -4.6% |
| 7D | +2.9% | -0.5% | +3.4% | +3.4% |
| 30D | +6.5% | +7.9% | -1.4% | +0.5% |
| 3M | -10.9% | +16.8% | -27.6% | -21.2% |
| 6M | +4.9% | +31.0% | -26.1% | -15.7% |
| YTD | -13.2% | +15.0% | -28.2% | -23.2% |
| 1Y | -1.1% | +17.0% | -18.1% | -13.9% |
| 3Y | +12.8% | +68.5% | -55.7% | -27.1% |
| 5Y | -34.4% | +85.0% | -119.4% | -60.7% |
| All | -68.3% | +558.8% | -627.1% | -92.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling