-8.2%
AAL vs MA
+42.6%
-50.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +2.0% |
| 7D | -3.7% | -2.7% | -1.0% | -1.8% |
| 30D | -20.8% | +1.5% | -22.3% | -21.8% |
| 3M | -1.3% | +20.4% | -21.7% | -13.8% |
| 6M | +5.4% | +11.1% | -5.8% | -3.1% |
| YTD | -14.4% | +2.0% | -16.3% | -15.6% |
| 1Y | +2.1% | -2.2% | +4.3% | +3.9% |
| All | -8.2% | +42.6% | -50.8% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling