-64.8%
AAL vs MA
+523.7%
-588.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +2.1% |
| 7D | -3.7% | -2.7% | -1.0% | -1.6% |
| 30D | -20.8% | +1.5% | -22.3% | -21.9% |
| 3M | -1.3% | +20.4% | -21.7% | -15.1% |
| 6M | +5.4% | +11.1% | -5.8% | -4.2% |
| YTD | -14.4% | +2.0% | -16.3% | -16.7% |
| 1Y | +2.1% | -2.2% | +4.3% | +2.2% |
| 3Y | -10.6% | +41.9% | -52.4% | -33.8% |
| 5Y | -32.2% | +75.4% | -107.6% | -57.9% |
| All | -64.8% | +523.7% | -588.6% | -90.7% |
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