-66.0%
AAL vs MAR
+541.3%
-607.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.3% |
| 7D | +3.4% | +1.0% | +2.4% | +2.5% |
| 30D | +11.7% | +16.2% | -4.5% | -3.1% |
| 3M | -7.8% | +23.1% | -30.8% | -24.5% |
| 6M | +10.2% | +22.0% | -11.7% | -9.8% |
| YTD | -8.0% | +39.2% | -47.2% | -33.6% |
| 1Y | +8.5% | +48.3% | -39.7% | -26.5% |
| 3Y | +19.5% | +123.4% | -103.9% | -44.8% |
| 5Y | -33.9% | +185.4% | -219.3% | -75.7% |
| 10Y | -66.0% | +539.2% | -605.2% | -92.2% |
| All | -66.0% | +541.3% | -607.3% | -92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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