-9.1%
AAL vs MAGS
+190.0%
-199.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.5% |
| 7D | -0.9% | +0.6% | -1.6% | -1.4% |
| 30D | -12.9% | +3.2% | -16.1% | -14.9% |
| 3M | -11.2% | +7.7% | -18.9% | -15.9% |
| 6M | +17.8% | +12.5% | +5.4% | +8.2% |
| YTD | -15.1% | +6.0% | -21.1% | -18.8% |
| 1Y | +0.5% | +14.4% | -13.9% | -9.3% |
| 3Y | -7.7% | +127.5% | -135.2% | -45.5% |
| All | -9.1% | +190.0% | -199.2% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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