-68.2%
AAL vs MA
+17,837.3%
-17,905.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.3% |
| 7D | +4.6% | +2.3% | +2.3% | +3.2% |
| 30D | +2.6% | +14.7% | -12.1% | -6.4% |
| 3M | -17.8% | +13.5% | -31.3% | -24.6% |
| 6M | +1.9% | +33.1% | -31.3% | -16.3% |
| YTD | -14.0% | +15.1% | -29.1% | -22.5% |
| 1Y | +0.2% | +18.7% | -18.5% | -11.7% |
| 3Y | +13.0% | +72.1% | -59.0% | -22.3% |
| 5Y | -39.6% | +92.8% | -132.4% | -61.3% |
| 10Y | -65.7% | +571.6% | -637.3% | -90.0% |
| All | -68.2% | +17,837.3% | -17,905.4% | -97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling