-68.3%
AAL vs MA
+15,793.6%
-15,861.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +2.0% |
| 7D | -3.7% | -2.7% | -1.0% | -1.9% |
| 30D | -20.8% | +1.5% | -22.3% | -21.8% |
| 3M | -1.3% | +20.4% | -21.7% | -13.0% |
| 6M | +5.4% | +11.1% | -5.8% | -2.8% |
| YTD | -14.4% | +2.0% | -16.3% | -16.3% |
| 1Y | +2.1% | -2.2% | +4.3% | +2.3% |
| 3Y | -10.6% | +41.9% | -52.4% | -30.1% |
| 5Y | -32.2% | +75.4% | -107.6% | -53.8% |
| 10Y | -62.7% | +527.5% | -590.3% | -88.6% |
| All | -68.3% | +15,793.6% | -15,861.8% | -97.1% |
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