-68.6%
AAL vs MA
+567.5%
-636.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -2.1% |
| 7D | -0.1% | +1.3% | -1.4% | -1.1% |
| 30D | +11.7% | +9.6% | +2.1% | +4.1% |
| 3M | -12.5% | +16.8% | -29.3% | -22.8% |
| 6M | +3.6% | +35.2% | -31.6% | -18.8% |
| YTD | -14.1% | +16.6% | -30.7% | -24.8% |
| 1Y | +0.8% | +19.8% | -19.0% | -13.9% |
| 3Y | +11.8% | +70.7% | -58.9% | -28.5% |
| 5Y | -35.1% | +87.4% | -122.5% | -61.6% |
| All | -68.6% | +567.5% | -636.1% | -92.6% |
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