-35.2%
AAL vs MA
+86.6%
-121.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.8% |
| 3M | -12.5% | +16.8% | -29.3% | -23.2% |
| 6M | +3.6% | +35.2% | -31.6% | -19.8% |
| YTD | -14.1% | +16.6% | -30.7% | -25.1% |
| 1Y | +0.8% | +19.8% | -19.0% | -14.4% |
| 3Y | +11.8% | +70.7% | -58.9% | -31.8% |
| All | -35.2% | +86.6% | -121.7% | -64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling